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Noise Trader Sentiment and Futures Price Behavior: An Empirical Investigation by Dwight R. Sanders, Scott H. Irwin, and Raymond M. Leuthold Suggested citation format: Sanders, D. R., S. H. Irwin, and R. M. Leuthold. 1997. “Noise Trader Sentiment and Futures Price Behavior: An Empirical Investigation.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].

Noise Trader Sentiment and Futures Price Behavior: An ... · Noise Trader Sentiment and Futures Price Behavior: An Empirical Investigation by Dwight R. Sanders, Scott H. Irwin, and

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Noise Trader Sentiment and Futures Price Behavior:

An Empirical Investigation

by

Dwight R. Sanders, Scott H. Irwin,

and Raymond M. Leuthold

Suggested citation format:

Sanders, D. R., S. H. Irwin, and R. M. Leuthold. 1997. “Noise Trader Sentiment and Futures Price Behavior: An Empirical Investigation.”Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].