Rebalancing effects of commodity indices on open interest, volume and prices
Florian Schmid, Herbert Mayer, Markus Wanner and Andreas W. Rathgeber
| Year of publication: |
2023
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|---|---|
| Authors: | Schmid, Florian ; Mayer, Herbert Georg ; Wanner, Markus ; Rathgeber, Andreas W. |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 10, p. 1187-1206
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| Subject: | commodity index | event study | Financialization | index investors | Aktienindex | Stock index | Index | Index number | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Ereignisstudie | Event study | Handelsvolumen der Börse | Trading volume | Anlageverhalten | Behavioural finance | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2022.2098793 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014322995