Title page for ETD etd-10122005-134430


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.
  • Futures.
Date of Defense 1991-07-05
Availability restricted
Abstract
The 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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