Empirical analysis of technical trading behaviour, margin trading, and market reaction to news in futures market
This thesis comprises three chapters. It focuses on a unique dataset of the full trans- action records of traders in the Chinese futures market. Empirical techniques are used to analyse technical trading behaviour, margin trading, and market reactions to news in this market. Chapter 1, “Technical Tr...
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University of Leicester
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.686565 |