Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid?-Reference-Cited by-同舟云学术

Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid?

Published:2021-08-16 Issue: Volume: Page:
ISSN:2040-5790
Container-title:Applied Economic Perspectives and Policy
language:en
Short-container-title:Applied Economic Perspectives and Policy

Author:

Bohl Martin T.¹,Branger Nicole²,Trede Mark³

Affiliation:

1. Department of Economics Westfälische Wilhelms‐University Münster Münster Germany

2. Finance Center Münster Westfälische Wilhelms‐University Münster Münster Germany

3. Department of Economics, Institute of Econometrics Westfälische Wilhelms‐University Münster Münster Germany

Publisher

Wiley

Subject

Economics and Econometrics,Development

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/aepp.13186

Reference21 articles.

1. Aulerich N.M. S.H.Irwin andP.Garcia.2012.Bubbles Food Prices and Speculation: Evidence from the CFTC's Daily Large Trader Data Files. Working Paper.

2. Bohl M.T. M.Stefan andC.Wellenreuther.2019.An Introduction to ESMAs Commitments of Traders Reports: Do Hedgers Really Hedge? Working Paper.

3. Who Trades Futures and How: Evidence from the Heating Oil Futures Market

4. BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS

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