noise trader demand in commodity futures markets · the appropriate demand specification for...

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Noise Trader Demand in Commodity Futures Markets by Dwight R. Sanders, Scott H. Irwin, and Raymond M. Leuthold Suggested citation format: Sanders, D. R., S. H. Irwin, and R. M. Leuthold. 1996. “Noise Trader Demand in Commodity Futures Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

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Noise Trader Demand in Commodity Futures Markets

by

Dwight R. Sanders, Scott H. Irwin,

and Raymond M. Leuthold

Suggested citation format:

Sanders, D. R., S. H. Irwin, and R. M. Leuthold. 1996. “Noise Trader Demand in Commodity Futures Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].