Speculators, Prices, and Market Volatility
Celso Brunetti; Bahattin Büyükşahin; Jeffrey H. Harris · 2016 · Journal of Financial and Quantitative Analysis
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
We use data from 2005–2009 that uniquely identify categories of traders to test how speculators such as hedge funds and swap dealers relate to volatility and price changes. In examining various subperiods where price trends are strong, we…
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Metadata source: OpenAlex · DOI 10.1017/s0022109016000569