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Commodity futures risk premium and unstable systematic risk
So, Jacky C., (1987)
A Tale of Two Premiums : The Role of Hedgers and Speculators in Commodity Futures Markets
Kang, Wenjin, (2019)
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan, (2023)
Tick size, spreads, and liquidity : an analysis of Nasdaq securities trading near ten dollars
Bessembinder, Hendrik, (2000)
Trade execution costs on NASDAQ and the NYSE : a post-reform comparison
Bessembinder, Hendrik, (1999)
Trading costs and return volatility : evidence from exchange listings
Bessembinder, Hendrik, (1998)