Trading behavior and return performance of hedgers and speculators : hard commodity (1992-2003).
Lee, Yen Lee.
Ng, Eric Hoe Lam.
Tan, Yi Ling.
Date of Issue2004
College of Business (Nanyang Business School)
This paper examines the trading behavior and return performance of hedgers and speculators in nine hard-commodity futures markets for each of 45 spot-month quarters from 1992 to 2003.
Final Year Project (FYP)
Nanyang Technological University