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~person:"Białkowski, Je̜drzej"
~subject:"Derivat"
~subject:"Kalendereffekt"
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Białkowski, Je̜drzej
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1
Commodity futures hedge ratios : a meta-analysis
Białkowski, Je̜drzej
;
Bohl, Martin T.
;
Perera, Devmali
-
2022
Persistent link: https://www.econbiz.de/10013545700
Saved in:
2
Commodity futures hedge ratios : a meta-analysis
Białkowski, Je̜drzej
;
Bohl, Martin T.
;
Perera, Devmali
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014426825
Saved in:
3
Does the tea market require a futures contract? : evidence from the Sri Lankan tea market
Perera, Devmali
;
Białkowski, Je̜drzej
;
Bohl, Martin T.
- In:
Research in international business and finance
54
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012581487
Saved in:
4
Do mutual fund managers exploit the Ramadan anomaly? : evidence from Turkey
Białkowski, Je̜drzej
;
Bohl, Martin T.
;
Kaufmann, Philipp
- In:
Emerging markets review
15
(
2013
),
pp. 211-232
Persistent link: https://www.econbiz.de/10009748583
Saved in:
5
Individual investors surpass their reputation : trading behaviour on the Polish futures market
Bohl, Martin T.
;
Goodfellow, Christiane
;
Białkowski, …
- In:
Economic systems
34
(
2010
)
4
,
pp. 480-492
Persistent link: https://www.econbiz.de/10008989757
Saved in:
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