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The role of trader positions in spot and futures prices for WTI

✍ Scribed by Kolodziej, Marek; Kaufmann, Robert K.

Book ID
121506103
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
321 KB
Volume
40
Category
Article
ISSN
0140-9883

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It is frequently argued that foreign investors have extrapolative expectations due to their informational disadvantages. That is, in the absence of other sources of information, foreigners revise their expectations on the future price of a domestic stock more in line with its current price change th