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

Simple item page
dc.contributor.authorRowsell, Johnen
dc.contributor.committeechairPurcell, Wayne D.en
dc.contributor.committeememberChance, D. M.en
dc.contributor.committeememberJones, Elwood C.en
dc.contributor.committeememberKenyon, D. E.en
dc.contributor.committeememberPeterson, Everett B.en
dc.contributor.committeememberPreston, Warren P.en
dc.contributor.departmentAgricultural Economicsen
dc.date.accessioned2014-03-14T21:20:51Zen
dc.date.adate2005-10-12en
dc.date.available2014-03-14T21:20:51Zen
dc.date.issued1991en
dc.date.rdate2005-10-12en
dc.date.sdate2005-10-12en
dc.description.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 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 open interest series supplement the daily trader position data base.en
dc.description.degreePh. D.en
dc.format.extentxi, 202 leavesen
dc.format.mediumBTDen
dc.format.mimetypeapplication/pdfen
dc.identifier.otheretd-10122005-134430en
dc.identifier.sourceurlhttp://scholar.lib.vt.edu/theses/available/etd-10122005-134430/en
dc.identifier.urihttp://hdl.handle.net/10919/39772en
dc.language.isoenen
dc.publisherVirginia Techen
dc.relation.haspartLD5655.V856_1991.R698.pdfen
dc.relation.isformatofOCLC# 24706994en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.lccLD5655.V856 1991.R698en
dc.subject.lcshCattle -- Purchasingen
dc.subject.lcshFutures marketen
dc.subject.lcshFuturesen
dc.titleComposition of traders in live cattle futures contracts: behavior and implications to price discoveryen
dc.typeDissertationen
dc.type.dcmitypeTexten
thesis.degree.disciplineAgricultural Economicsen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.leveldoctoralen
thesis.degree.namePh. D.en

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
LD5655.V856_1991.R698.pdf
Size:
6.87 MB
Format:
Adobe Portable Document Format
Download

Collections

Doctoral Dissertations