WorldCat Identities

Mahr, Michael

Overview
Works: 7 works in 19 publications in 2 languages and 124 library holdings
Genres: History  Biography 
Roles: Author, Redactor
Classifications: QB36.K4, 370.94333
Publication Timeline
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Most widely held works by Michael Mahr
Bildungs- und Sozialstruktur der Reichsstadt Schweinfurt by Michael Mahr( Book )

9 editions published between 1977 and 1978 in German and held by 61 WorldCat member libraries worldwide

Johannes Kepler : Festschrift anlässlich des 350. Todestages von Johannes Kepler( Book )

1 edition published in 1981 in German and held by 32 WorldCat member libraries worldwide

"Die Sternsinger, wenn's die nicht gäbe!" eine empirische Studie by Klaus Kiessling( Book )

2 editions published in 2012 in German and held by 21 WorldCat member libraries worldwide

Gleichgewichte und Transportvorgänge in ternären Systemen aus einem Salz und zwei Lösungsmitteln by Michael Mahr( Book )

3 editions published in 1992 in German and English and held by 4 WorldCat member libraries worldwide

Bildings- und Sozialstruktur der Reichsstadt Schweinfurt by Michael Mahr( Book )

1 edition published in 1977 in German and held by 3 WorldCat member libraries worldwide

Johannes Kepler Festschr. anlässl. d. 350. Todestages von Johannes Kepler( Book )

2 editions published in 1981 in German and held by 2 WorldCat member libraries worldwide

Explaining Futures Returns with Disclosed Trading Positions by Michael Mahr( )

1 edition published in 2007 in English and held by 1 WorldCat member library worldwide

This thesis investigates the relation of publicly disclosed trading positions and returns in the U.S. futures markets. A varied portfolio of ten different futures contracts is analyzed empirically. It is found that hedgers reduce their net positions in periods of rising futures prices and vice versa. In contrary, speculative investors tend to increase their holdings in periods of appreciating futures prices. In the majority of cases, speculative traders were able to obtain a positive price spread, at the expense of hedgers. A test for risk premia showed inconclusive results. Superior market timing abilities were discovered in some of the markets investigated. An investor sentiment index was used for forecasting purposes. Evidence suggests that investor sentiment generally can not be interpreted as a reliable indicator of futures returns in subsequent periods. High sentiment levels of small traders seem to be a fairly reliable contrary indicator, however. A sentiment-based trading strategy failed to outperform other trading strategies and asset classes
 
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.89 (from 0.86 for "Die Stern ... to 0.96 for Johannes K ...)

Languages
German (17)

English (2)