publication . Doctoral thesis . 1991

Composition of traders in live cattle futures contracts: behavior and implications to price discovery

Rowsell, John;
Open Access English
  • Published: 01 Jan 1991
  • Publisher: Virginia Tech
  • Country: United States
The concepts of risk transfer and price discovery are well developed roles for futures markets. The interaction between traders in futures markets in the transferring and acceptance of price risk contributes to the discovery of price. Interaction of traders in the risk transfer and price discovery processes is examined in this dissertation. Data employed were for live cattle futures at the Chicago Mercantile Exchange developed from the confidential daily records of reporting trader positions maintained by the Commodity Futures Trading Commission. The analysis was for the period February 1983 through September 1987. The nearby futures contract price, volume, and ...
Persistent Identifiers
free text keywords: LD5655.V856 1991.R698, Cattle -- Purchasing, Futures market, Futures
Related Organizations
Download from
Doctoral thesis . 1991
Provider: VTechWorks
Any information missing or wrong?Report an Issue