How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low?

IF 1.7 3区经济学 Q3 BUSINESS, FINANCE

Journal of Behavioral Finance Pub Date : 2024-04-11 DOI:10.1080/15427560.2024.2335521

Joshua Laubsch, Lee A. Smales, Duc Vo

引用次数: 0

Abstract

We use the Commodity Futures Trading Commission’s Commitment of Traders report to investigate the trading behavior of traders in 12 commodity futures markets. Commercial traders are contrarian, con...

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商品期货的交易行为如何受到 52 周最高点和最低点的影响？

我们利用商品期货交易委员会（Commodity Futures Trading Commission）的 "交易者承诺"（Commitment of Traders）报告来研究 12 个商品期货市场交易者的交易行为。商业交易者是逆势、顺势和顺势交易者。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Behavioral Finance Multiple-

CiteScore

4.60

自引率

10.50%

发文量

期刊介绍： In Journal of Behavioral Finance , leaders in many fields are brought together to address the implications of current work on individual and group emotion, cognition, and action for the behavior of investment markets. They include specialists in personality, social, and clinical psychology; psychiatry; organizational behavior; accounting; marketing; sociology; anthropology; behavioral economics; finance; and the multidisciplinary study of judgment and decision making. The journal will foster debate among groups who have keen insights into the behavioral patterns of markets but have not historically published in the more traditional financial and economic journals. Further, it will stimulate new interdisciplinary research and theory that will build a body of knowledge about the psychological influences on investment market fluctuations. The most obvious benefit will be a new understanding of investment markets that can greatly improve investment decision making. Another benefit will be the opportunity for behavioral scientists to expand the scope of their studies via the use of the enormous databases that document behavior in investment markets.