Financialization and commodity markets serial dependence
Zhi Da, Ke Tang, Yubo Tao, Liyan Yang
| Year of publication: |
2024
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|---|---|
| Authors: | Da, Zhi ; Tang, Ke ; Tao, Yubo (Robert) ; Yang, Liyan |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 4, p. 2122-2143
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| Subject: | ETF arbitrage | financialization | index trading | news sentiment | price discovery | return autocorrelations | Börsenkurs | Share price | Indexderivat | Index derivative | Arbitrage | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | Rohstoffmarkt | Commodity market | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4797 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014519909