Type of Document Dissertation Author Rowsell, John URN etd-10122005-134430 Title Composition of traders in live cattle futures contracts : behavior and implications to price discovery Degree PhD Department Agricultural Economics Advisory Committee
Advisor Name Title Purcell, Wayne D. Committee Chair Chance, D. M. Committee Member Jones, Elwood C. Committee Member Kenyon, D. E. Committee Member Peterson, Everett B. Committee Member Preston, Warren P. Committee Member Keywords
- Cattle Buying.
- Futures market.
Date of Defense 1991-07-05 Availability restricted AbstractThe 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 ~amined 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 open interest series
supplement the daily trader position data base.
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