Commodity futures price behaviour following large one-day price changes
Khelifa Mazouz and Jian Wang
| 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 | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Theorie | Theory | Großbritannien | United Kingdom | Preismanagement | Pricing strategy | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010410296