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~isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"Commodity derivative"
~subject:"United States"
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Commodity derivative
United States
Anlageverhalten
69
Behavioural finance
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
108
The review of financial studies
96
Journal of financial and quantitative analysis : JFQA
65
The journal of finance : the journal of the American Finance Association
64
Discussion paper / Centre for Economic Policy Research
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Financial services review : the journal of individual financial management
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Journal of financial markets
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ECONIS (ZBW)
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1
Commodity momentum and reversal : do they exist, and if so, why?
Han, Meng
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1204-1237
Persistent link: https://www.econbiz.de/10014339398
Saved in:
2
Commodity network and predictable returns
Xu, Qi
;
Ye, Yang
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1423-1449
Persistent link: https://www.econbiz.de/10014339453
Saved in:
3
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
4
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
5
A trend factor in commodity futures markets : any economic gains from using information over investment horizons?
Han, Yufeng
;
Kong, Lingfei
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 803-822
Persistent link: https://www.econbiz.de/10013187602
Saved in:
6
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
7
Trading activity and rate of convergence in commodity futures markets
Bosch, David
;
Pradkhan, Elina
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 930-938
Persistent link: https://www.econbiz.de/10011950910
Saved in:
8
The effects of investor attention on commodity futures markets
Han, Liyan
;
Li, Ziying
;
Yin, Libo
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1031-1049
Persistent link: https://www.econbiz.de/10011950934
Saved in:
9
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
10
Do trend following strategies work in Chinese futures markets?
Li, Bin
;
Zhang, Di
;
Zhou, Yang
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1226-1254
Persistent link: https://www.econbiz.de/10011951037
Saved in:
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