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The existence and impact of destabilizing positive feedback traders: evidence from the S&P 500 Index futures market

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  • Laura E. Kodres

Abstract

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Suggested Citation

  • Laura E. Kodres, 1994. "The existence and impact of destabilizing positive feedback traders: evidence from the S&P 500 Index futures market," Finance and Economics Discussion Series 94-9, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgfe:94-9
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    Cited by:

    1. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, University Library of Munich, Germany.
    2. Kallinterakis, Vasileios & Liu, Fei & Pantelous, Athanasios A. & Shao, Jia, 2020. "Pricing inefficiencies and feedback trading: Evidence from country ETFs," International Review of Financial Analysis, Elsevier, vol. 70(C).
    3. John Kambhu & Patricia C. Mosser, 2001. "The effect of interest rate options hedging on term-structure dynamics," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 51-70.
    4. Andrikopoulos, Panagiotis & Cui, Yueting & Gad, Samar & Kallinterakis, Vasileios, 2020. "Feedback trading and the ramadan effect in frontier markets," Research in International Business and Finance, Elsevier, vol. 51(C).

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    Keywords

    Futures;

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