Three petroleum futures contracts are examined over a ten-year period from 1986 to 1996. Intertemporal changes in futures prices and the net open interest positions of three trader types are compared to determine what, if any, market timing ability the traders have. Seasonal variation is considered and a simple trading rule is adopted to determine the dollar-return potential for market participation and
shed light on issues of market efficiency.
| Identifer | oai:union.ndltd.org:unt.edu/info:ark/67531/metadc278807 |
| Date | 12 1900 |
| Creators | Buchanan, William K. |
| Contributors | MacDonald, Don N., Conover, James Allen, 1961-, Chandy, P. R., Molina, David J. |
| Publisher | University of North Texas |
| Source Sets | University of North Texas |
| Language | English |
| Detected Language | English |
| Type | Thesis or Dissertation |
| Format | vi, 214 : ill., Text |
| Rights | Public, Copyright, Copyright is held by the author, unless otherwise noted. All rights reserved., Buchanan, William K. |
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