Positive feedback trading: evidence from futures markets
Journal article
Antoniou, A., Koutmos, G. and Pescetto, G. 2011. Positive feedback trading: evidence from futures markets. Global Business and Economics Review. 13 (1), pp. 13-25. https://doi.org/10.1504/GBER.2011.039187
| Authors | Antoniou, A., Koutmos, G. and Pescetto, G. |
|---|---|
| Keywords | Feedback trading; index futures; feedback persistence; financial markets; dynamic capital asset pricing; Shiller; futures markets |
| Year | 2011 |
| Journal | Global Business and Economics Review |
| Journal citation | 13 (1), pp. 13-25 |
| Publisher | Inderscience |
| ISSN | 1097-4954 |
| Digital Object Identifier (DOI) | https://doi.org/10.1504/GBER.2011.039187 |
| Publication dates | |
| Mar 2011 | |
| Publication process dates | |
| Deposited | 24 May 2011 |
| Output status | Published |
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https://repository.canterbury.ac.uk/item/85w5q/positive-feedback-trading-evidence-from-futures-markets
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