Commodity futures price behaviour following large one-day price changes
Year of publication: |
2014
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Authors: | Mazouz, Khelifa ; Wang, Jian |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 13/15, p. 939-948
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Subject: | commodity price behaviour | market efficiency | underreaction | overreaction | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative | Rohstoffpreis | Commodity price | Börsenkurs | Share price | Warenbörse | Commodity exchange | Preismanagement | Pricing strategy | Rohstoffmarkt | Commodity market | Großbritannien | United Kingdom |
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