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Smart Money? The Forecasting Ability of CFTC Large Traders
11 references·0 citing·39 second hop
Smart Money? The Forecasting Ability of CFTC Large Traders (2007)Smart Money? The Forecasting Ability of C…Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…Causality in futures markets (2006)Causality in futures marketsHedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports (2004)Hedgers, funds, and small spe…THE THEORY OF CONTRARY OPINION: A TEST USING SENTIMENT INDICES IN FUTURES MARKETS (2003)THE THEORY OF CONTRARY OPINIO…Who Trades Futures and How: Evidence from the Heating Oil Futures Market (2002)Who Trades Futures and How: E…The behavior and performance of major types of futures traders (2002)The behavior and performance …Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions (2001)Which way the natural gas pri…Commitment of traders, basis behavior, and the issue of risk premia in futures markets (1997)Commitment of traders, basis …The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market (1993)The Returns and Forecasting A…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Economics of Futures Trading for Commercial and Personal Profit (1973)Economics of Futures Trading …An Intertemporal Capital Asset Pricing Model (1973)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Fundamentals, Trader Activity and Derivative Pricing (2008)Commodity Investing (2012)The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies (2016)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Hedging Pressure Effects in Futures Markets (2000)How does Google search affect trader positions and crude oil prices? (2015)Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016)Value and Capital (1939)Noise Trader Risk in Financial Markets (1990)The variation of certain speculative prices (1997)Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets (2013)Information Flow, Trading Activity and Commodity Futures Volatility (2015)Returns to Speculators: Telser versus Keynes (1960)A Treatise on Money (1971)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Speculative bubbles in agricultural prices (2014)Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers (2000)Financialization and Structural Change in Commodity Futures Markets (2012)The General Theory of Employment, Interest and Money. (1936)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Options, Futures and Other Derivatives (2003)The Strategic and Tactical Value of Commodity Futures (2006)The Fundamentals of Commodity Futures Returns (2012)Financialization of Commodity Markets (2013)“Options, Futures, and Other Derivatives” (2016)The impact of margins in futures markets: evidence from the gold and silver markets (2001)Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports (2004)The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing? (2010)The Impact of Index and Swap Funds on Commodity Futures Markets (2010)
this work references cited by second hop

References

  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2004Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports167 cited
  • 2002Who Trades Futures and How: Evidence from the Heating Oil Futures Market144 cited
  • 1973Economics of Futures Trading for Commercial and Personal Profit124 cited
  • 2002The behavior and performance of major types of futures traders119 cited
  • 2006Causality in futures markets78 cited
  • 2001Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions70 cited
  • 1993The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market37 cited
  • 1997Commitment of traders, basis behavior, and the issue of risk premia in futures markets28 cited
  • 2003THE THEORY OF CONTRARY OPINION: A TEST USING SENTIMENT INDICES IN FUTURES MARKETS22 cited

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