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You searched for subject:(Speculators). Showing records 1 – 10 of 10 total matches.

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Linnaeus University

1. Spaans, Jana. Bitcoin : A study on the determinants of the Bitcoin price development.

Degree: Economics and Statistics, 2019, Linnaeus University

  Bitcoin is a new evolutionary development within the internet and payment system. Its price has a high volatile nature what brings a lot of… (more)

Subjects/Keywords: Volatility; Cryptocurrencies; Bitcoin; Speculators; Utility; Price; Economics; Nationalekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Spaans, J. (2019). Bitcoin : A study on the determinants of the Bitcoin price development. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85698

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Spaans, Jana. “Bitcoin : A study on the determinants of the Bitcoin price development.” 2019. Thesis, Linnaeus University. Accessed April 01, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85698.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Spaans, Jana. “Bitcoin : A study on the determinants of the Bitcoin price development.” 2019. Web. 01 Apr 2020.

Vancouver:

Spaans J. Bitcoin : A study on the determinants of the Bitcoin price development. [Internet] [Thesis]. Linnaeus University; 2019. [cited 2020 Apr 01]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85698.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Spaans J. Bitcoin : A study on the determinants of the Bitcoin price development. [Thesis]. Linnaeus University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85698

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


RMIT University

2. Awan, O. Modelling the behaviour of arbitragers and speculators in the crude oil futures market.

Degree: 2015, RMIT University

 Since the crude oil futures price peaked at $147 per barrel, the role of speculators has come under tremendous scrutiny. The rise in oil price,… (more)

Subjects/Keywords: Fields of Research; Arbitragers; Speculators; Expected Spot Price; Arbitrage Price; Heterogeneous; Convenience Yield

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APA (6th Edition):

Awan, O. (2015). Modelling the behaviour of arbitragers and speculators in the crude oil futures market. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161658

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Awan, O. “Modelling the behaviour of arbitragers and speculators in the crude oil futures market.” 2015. Thesis, RMIT University. Accessed April 01, 2020. http://researchbank.rmit.edu.au/view/rmit:161658.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Awan, O. “Modelling the behaviour of arbitragers and speculators in the crude oil futures market.” 2015. Web. 01 Apr 2020.

Vancouver:

Awan O. Modelling the behaviour of arbitragers and speculators in the crude oil futures market. [Internet] [Thesis]. RMIT University; 2015. [cited 2020 Apr 01]. Available from: http://researchbank.rmit.edu.au/view/rmit:161658.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Awan O. Modelling the behaviour of arbitragers and speculators in the crude oil futures market. [Thesis]. RMIT University; 2015. Available from: http://researchbank.rmit.edu.au/view/rmit:161658

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Siddiqi, Noman Ahmad. Land revenue administration under the Mughals in the first half of the eighteenth century; -.

Degree: History, 1959, Aligarh Muslim University

Abstract available newline newline

Bibliography p. 274-280, Appendix p. 252-273

Advisors/Committee Members: Rashid, S A.

Subjects/Keywords: Land Revenue; Administration; First Half; Intermediaries; Speculators

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APA (6th Edition):

Siddiqi, N. A. (1959). Land revenue administration under the Mughals in the first half of the eighteenth century; -. (Thesis). Aligarh Muslim University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/54955

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Siddiqi, Noman Ahmad. “Land revenue administration under the Mughals in the first half of the eighteenth century; -.” 1959. Thesis, Aligarh Muslim University. Accessed April 01, 2020. http://shodhganga.inflibnet.ac.in/handle/10603/54955.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Siddiqi, Noman Ahmad. “Land revenue administration under the Mughals in the first half of the eighteenth century; -.” 1959. Web. 01 Apr 2020.

Vancouver:

Siddiqi NA. Land revenue administration under the Mughals in the first half of the eighteenth century; -. [Internet] [Thesis]. Aligarh Muslim University; 1959. [cited 2020 Apr 01]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/54955.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Siddiqi NA. Land revenue administration under the Mughals in the first half of the eighteenth century; -. [Thesis]. Aligarh Muslim University; 1959. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/54955

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Florida

4. Meng, Fang. Commodity Index Investment and Wheat Futures Market.

Degree: MS, Food and Resource Economics, 2010, University of Florida

 The turmoil in futures market in recent years becomes intense concern to the industry, the exchanges and the Commodity Futures Trading Commission (CFTC). In my… (more)

Subjects/Keywords: Cash; Commodities; Commodity futures; Futures contracts; Futures markets; Market prices; Prices; Speculators; Standard and Poors 500 Index; Wheat

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APA (6th Edition):

Meng, F. (2010). Commodity Index Investment and Wheat Futures Market. (Masters Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0042262

Chicago Manual of Style (16th Edition):

Meng, Fang. “Commodity Index Investment and Wheat Futures Market.” 2010. Masters Thesis, University of Florida. Accessed April 01, 2020. http://ufdc.ufl.edu/UFE0042262.

MLA Handbook (7th Edition):

Meng, Fang. “Commodity Index Investment and Wheat Futures Market.” 2010. Web. 01 Apr 2020.

Vancouver:

Meng F. Commodity Index Investment and Wheat Futures Market. [Internet] [Masters thesis]. University of Florida; 2010. [cited 2020 Apr 01]. Available from: http://ufdc.ufl.edu/UFE0042262.

Council of Science Editors:

Meng F. Commodity Index Investment and Wheat Futures Market. [Masters Thesis]. University of Florida; 2010. Available from: http://ufdc.ufl.edu/UFE0042262


Curtin University of Technology

5. Gurrib, Muhammad Ikhlaas. Behaviour and performance of key market players in the US futures markets .

Degree: 2008, Curtin University of Technology

 This study gives an insight into the behaviour and performance of large speculators and large hedgers in 29 US futures markets. Using a trading determinant… (more)

Subjects/Keywords: hedgers; CFTC (Commodity Futures Trading Commission); speculators; US futures markets

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gurrib, M. I. (2008). Behaviour and performance of key market players in the US futures markets . (Thesis). Curtin University of Technology. Retrieved from http://hdl.handle.net/20.500.11937/1287

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gurrib, Muhammad Ikhlaas. “Behaviour and performance of key market players in the US futures markets .” 2008. Thesis, Curtin University of Technology. Accessed April 01, 2020. http://hdl.handle.net/20.500.11937/1287.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gurrib, Muhammad Ikhlaas. “Behaviour and performance of key market players in the US futures markets .” 2008. Web. 01 Apr 2020.

Vancouver:

Gurrib MI. Behaviour and performance of key market players in the US futures markets . [Internet] [Thesis]. Curtin University of Technology; 2008. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/20.500.11937/1287.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gurrib MI. Behaviour and performance of key market players in the US futures markets . [Thesis]. Curtin University of Technology; 2008. Available from: http://hdl.handle.net/20.500.11937/1287

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Florida

6. Behr, Robert M., 1954-. A simultaneous equation model of futures market trading activity.

Degree: 1981, University of Florida

Subjects/Keywords: Commodities; Commodity prices; Economic models; Futures markets; Hedging; Liquidity; Market prices; Mathematical variables; Prices; Speculators; Commodity exchanges  – Mathematical models

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APA (6th Edition):

Behr, Robert M., 1. (1981). A simultaneous equation model of futures market trading activity. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00003864

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Behr, Robert M., 1954-. “A simultaneous equation model of futures market trading activity.” 1981. Thesis, University of Florida. Accessed April 01, 2020. http://ufdc.ufl.edu/AA00003864.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Behr, Robert M., 1954-. “A simultaneous equation model of futures market trading activity.” 1981. Web. 01 Apr 2020.

Vancouver:

Behr, Robert M. 1. A simultaneous equation model of futures market trading activity. [Internet] [Thesis]. University of Florida; 1981. [cited 2020 Apr 01]. Available from: http://ufdc.ufl.edu/AA00003864.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Behr, Robert M. 1. A simultaneous equation model of futures market trading activity. [Thesis]. University of Florida; 1981. Available from: http://ufdc.ufl.edu/AA00003864

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. [No author]. ESSAYS ON THE BEHAVIOR OF COMMODITY PRICES AND ECONOMIC EXPERIMENTAL DESIGN .

Degree: 2014, Washington State University

 This dissertation consists of three studies on the behavior of commodity prices and on economic experimental design. The first study investigates the extent to which… (more)

Subjects/Keywords: Economics; Agriculture economics; Marketing; Apple attributes; Commodity price volatility; Inventory; Risk premium; Second price auction; Speculators

…1 CHAPTER 2 DO SPECULATORS IN FUTURES MARKETS MAKE CASH MARKETS MORE VOLATILE… …Several studies have attempted to explain this price behavior and some of them blame speculators… …speculators and the potential adverse effect on commercial entities that use derivatives to hedge… …movements and concluded that speculators do not destabilize futures markets (Brunetti and… …downward cash price risk to the futures market speculators. This payment measured the downward… 

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APA (6th Edition):

author], [. (2014). ESSAYS ON THE BEHAVIOR OF COMMODITY PRICES AND ECONOMIC EXPERIMENTAL DESIGN . (Thesis). Washington State University. Retrieved from http://hdl.handle.net/2376/5190

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

author], [No. “ESSAYS ON THE BEHAVIOR OF COMMODITY PRICES AND ECONOMIC EXPERIMENTAL DESIGN .” 2014. Thesis, Washington State University. Accessed April 01, 2020. http://hdl.handle.net/2376/5190.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

author], [No. “ESSAYS ON THE BEHAVIOR OF COMMODITY PRICES AND ECONOMIC EXPERIMENTAL DESIGN .” 2014. Web. 01 Apr 2020.

Vancouver:

author] [. ESSAYS ON THE BEHAVIOR OF COMMODITY PRICES AND ECONOMIC EXPERIMENTAL DESIGN . [Internet] [Thesis]. Washington State University; 2014. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/2376/5190.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. ESSAYS ON THE BEHAVIOR OF COMMODITY PRICES AND ECONOMIC EXPERIMENTAL DESIGN . [Thesis]. Washington State University; 2014. Available from: http://hdl.handle.net/2376/5190

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Florida

8. Yoo, Jisoo, 1955-. Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators.

Degree: 1989, University of Florida

Subjects/Keywords: Commodity futures; Futures contracts; Futures markets; Maturity tests; Prices; Risk premiums; Soybeans; Speculators; Standard error; Statistical discrepancies; Economics thesis Ph.D; Futures market

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APA (6th Edition):

Yoo, Jisoo, 1. (1989). Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00037787

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yoo, Jisoo, 1955-. “Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators.” 1989. Thesis, University of Florida. Accessed April 01, 2020. http://ufdc.ufl.edu/AA00037787.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yoo, Jisoo, 1955-. “Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators.” 1989. Web. 01 Apr 2020.

Vancouver:

Yoo, Jisoo 1. Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators. [Internet] [Thesis]. University of Florida; 1989. [cited 2020 Apr 01]. Available from: http://ufdc.ufl.edu/AA00037787.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yoo, Jisoo 1. Risk premia in futures markets : price volatility, time-varying risk premia, and returns to speculators. [Thesis]. University of Florida; 1989. Available from: http://ufdc.ufl.edu/AA00037787

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Florida

9. Cohen, David, 1953- ( Dissertant ). Price effects of financial futures trading.

Degree: 1982, University of Florida

There has been much concern voiced over the possible

Subjects/Keywords: Analytical forecasting; Cash; Commodities; Commodity futures; Futures contracts; Futures markets; Hedging; Market prices; Prices; Speculators; Commodity exchanges; Foreign exchange futures; Treasury bills

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APA (6th Edition):

Cohen, David, 1. (. D. ). (1982). Price effects of financial futures trading. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/UF00098425

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cohen, David, 1953- ( Dissertant ). “Price effects of financial futures trading.” 1982. Thesis, University of Florida. Accessed April 01, 2020. http://ufdc.ufl.edu/UF00098425.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cohen, David, 1953- ( Dissertant ). “Price effects of financial futures trading.” 1982. Web. 01 Apr 2020.

Vancouver:

Cohen, David 1(D). Price effects of financial futures trading. [Internet] [Thesis]. University of Florida; 1982. [cited 2020 Apr 01]. Available from: http://ufdc.ufl.edu/UF00098425.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cohen, David 1(D). Price effects of financial futures trading. [Thesis]. University of Florida; 1982. Available from: http://ufdc.ufl.edu/UF00098425

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Florida

10. Monroe, Margaret Anne. A disequilibrium econometric analysis of interest rate futures markets.

Degree: 1981, University of Florida

Subjects/Keywords: Assets; Futures contracts; Futures markets; Market prices; Mathematical variables; Mortgage loans; Prices; Speculators; Supply; Supply and demand; Finance, Insurance, and Real Estate thesis Ph. D; Interest rate futures  – Mathematical models

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APA (6th Edition):

Monroe, M. A. (1981). A disequilibrium econometric analysis of interest rate futures markets. (Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/AA00052399

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Monroe, Margaret Anne. “A disequilibrium econometric analysis of interest rate futures markets.” 1981. Thesis, University of Florida. Accessed April 01, 2020. http://ufdc.ufl.edu/AA00052399.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Monroe, Margaret Anne. “A disequilibrium econometric analysis of interest rate futures markets.” 1981. Web. 01 Apr 2020.

Vancouver:

Monroe MA. A disequilibrium econometric analysis of interest rate futures markets. [Internet] [Thesis]. University of Florida; 1981. [cited 2020 Apr 01]. Available from: http://ufdc.ufl.edu/AA00052399.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Monroe MA. A disequilibrium econometric analysis of interest rate futures markets. [Thesis]. University of Florida; 1981. Available from: http://ufdc.ufl.edu/AA00052399

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.