Is idiosyncratic asymmetry priced in commodity futures?
| Year of publication: |
2023
|
|---|---|
| Authors: | Han, Yufeng ; Mo, Xuan ; Su, Zhi ; Zhu, Yifeng |
| Published in: |
The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association. - Lubbock, Tex. : College of Business Administration, Texas Tech University, ISSN 1475-6803, ZDB-ID 2068120-3. - Vol. 46.2023, 3, p. 875-898
|
| Subject: | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Technische Analyse | Technical analysis | Anlageverhalten | Behavioural finance |
-
Idiosyncratic Momentum in Commodity Futures
Shpak, Iuliia, (2017)
-
An anatomy of commodity futures returns in China
Zhang, Xuan, (2020)
-
Weekly momentum in the commodity futures market
Kwon, Kyungyoon, (2020)
- More ...
-
Downside risk in the oil market : does it affect stock returns in China?
Su, Zhi, (2021)
-
Oil market uncertainty and excess returns on currency carry trade
Su, Zhi, (2021)
-
Idiosyncratic Skewness of Commodity Futures Returns
Han, Yufeng, (2020)
- More ...