Economic news and the cross-section of commodity futures returns
Year of publication: |
2021
|
---|---|
Authors: | Bannigidadmath, Deepa ; Narayan, Paresh Kumar |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 31.2021, p. 1-19
|
Subject: | Asset pricing | Commodity markets | Economic news | Profits | Trading strategy | Rohstoffderivat | Commodity derivative | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Warenbörse | Commodity exchange |
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