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
AuthorsAntoniou, A., Koutmos, G. and Pescetto, G.
KeywordsFeedback trading; index futures; feedback persistence; financial markets; dynamic capital asset pricing; Shiller; futures markets
Year2011
JournalGlobal Business and Economics Review
Journal citation13 (1), pp. 13-25
PublisherInderscience
ISSN1097-4954
Digital Object Identifier (DOI)https://doi.org/10.1504/GBER.2011.039187
Publication dates
PrintMar 2011
Publication process dates
Deposited24 May 2011
Output statusPublished
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https://repository.canterbury.ac.uk/item/85w5q/positive-feedback-trading-evidence-from-futures-markets

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