Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?
Bohl, Martin T.; Branger, Nicole; Trede, Mark
Keywords
CFTC data
commodity futures markets; index traders; Masters's Price pressure hypothesis; measurement errors
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