Trading behaviour and return performance of hedgers and speculators : soft commodity futures 1992-2003
Kan, Wai Kheng
Hui, Catherine Lo Ming
Date of Issue2004
College of Business (Nanyang Business School)
This paper examines the trading behaviour and return performance of hedgers and speculators in 15 soft commodity futures contracts for each of spot-month periods from 1992 to 2003.
Final Year Project (FYP)
Nanyang Technological University