Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?
Keywords
CFTC data commodity futures markets; index traders; Masters's Price pressure hypothesis; measurement errors
Cite as
Bohl, M. T., Branger, N., & Trede, M. (2022). Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?. Applied Economic Perspectives and Policy, 44(3), 1534–1553.Details
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2022
Journal
Applied Economic Perspectives and Policy
Volume
44
Issue
3
Start page
1534
End page
1553
Language
English
ISSN
2040-5790
DOI