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
Forschungsartikel (Zeitschrift)

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