Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?
Bohl, Martin T.; Branger, Nicole; Trede, Mark
Research article (journal) | Peer reviewedDetails about the publication
Journal: Applied Economic Perspectives and Policy
Volume: 44
Issue: 3
Page range: 1534-1553
Status: Published
Release year: 2022
Language in which the publication is written: English
DOI: 10.1002/aepp.13186
Keywords: CFTC data
commodity futures markets; index traders; Masters's Price pressure hypothesis; measurement errors
Authors from the University of Münster
| Bohl, Martin | Professur für Volkswirtschaftslehre, insbesondere Monetäre Ökonomie (Prof. Bohl) |
| Branger, Nicole | Chair of Derivatives and Financial Engineering (Prof. Branger) |
| Trede, Mark | Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede) |