Managed Futures, Positive Feedback Trading,

and Futures Price Volatility

by

Scott H. Irwin and Sakoto Yoshimaru

Suggested citation format:

Irwin, S.H., and S. Yoshimaru. 1997. “Managed Futures, Positive Feedback Trading, and Futures Price Volatility.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].