search query: @author Ederington, L. / total: 2
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| Author: | Ederington, L. Lee, J.H. |
| Title: | Who trades futures and how: evidence from the heating oil futures market |
| Journal: | Journal of Business
2002 : APR, VOL. 75:2, p. 353-373 |
| Index terms: | FUTURES MARKETS HEATING AND VENTILATING INDUSTRY OIL INDUSTRY TRADING |
| Language: | eng |
| Abstract: | Dividing the 223 largest traders of heating oil futures between June 1993 and March 1997 into 11 different line-of-business groupings, the authors document their trading activity. They find substantial and significant differences between the 11 trader types in their propensity to take long, short, or spread positions; the terms-to-maturity of their holdings; their turnover rates; and the size of their positions. |
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