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~isPartOf:"The journal of futures markets"
~subject:"Estimation"
~subject:"World"
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The journal of futures markets
Research paper series / Swiss Finance Institute
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Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
2
Booms and busts in commodity markets : bubbles or fundamentals?
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 916-938
Persistent link: https://www.econbiz.de/10011392701
Saved in:
3
Rational speculative bubbles in the gold futures market : an application of dynamic factor analysis
Bertus, Mark
;
Stanhouse, Bryan E.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 79-108
Persistent link: https://www.econbiz.de/10001537235
Saved in:
4
(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D.
(
contributor
)
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
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