A reexamination of the systematic downward bias in live cattle futures prices

Helmuth (1981) developed a trading technique that, over a 37-month period from January, 1978 to January, 1981, predicted 29 drops in cattle futures prices with 100% accuracy. In 1985, Pluhar, Shafer and Sporleder (PSS) reevaluated Helmuth's trading technique (HTT) and found that it produced pos...

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Veröffentlicht in:	The journal of futures markets 1992-06, Vol.12 (3), p.329-338
Hauptverfasser:	Elam, Emmett, Wayoopagtr, Chaw
Format:	Artikel
Sprache:	eng
Schlagworte:	Bias Commodity futures Forecasting techniques Futures market Securities analysis
Online-Zugang:	Volltext
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