Ride the trend : is there spread momentum profit in the US commodity markets?
Quanbiao Shang, Teresa Serra, Philip Garcia
| Year of publication: |
2023
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|---|---|
| Authors: | Shang, Quanbiao ; Serra, Teresa ; García, Philip |
| Published in: |
Journal of agricultural economics : JAE. - Oxford : Wiley-Blackwell, ISSN 1477-9552, ZDB-ID 2101961-7. - Vol. 74.2023, 1, p. 24-47
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| Subject: | futures markets | market efficiency | market momentum | momentum trading | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | Anlageverhalten | Behavioural finance | Welt | World | Portfolio-Management | Portfolio selection | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/1477-9552.12485 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342507