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].