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Investable commodity premia in China
Bianchi, Robert; Fan, John Hua; Zhang, Tingxi - In: Journal of banking & finance 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012820586
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Combining momentum with reversal in commodity futures
Bianchi, Robert; Drew, Michael E.; Fan, John Hua - In: Journal of banking & finance 59 (2015), pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
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A note on the behavior of Chinese commodity markets
Fan, John Hua; Todorova, Neda - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012485380
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Commodity momentum : a tale of countries and sectors
Fan, John Hua; Qiao, Xiao - In: Journal of commodity markets 29 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014277613
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Is idiosyncratic volatility priced in commodity futures markets?
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: International review of financial analysis 46 (2016), pp. 219-226
Persistent link: https://www.econbiz.de/10011581812
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Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian; Fuertes, Ana María; … - In: Journal of banking & finance 119 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
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The strategic allocation to style-integrated portfolios of commodity futures
Rad, Hossein; Low, Rand Kwong Yew; Miffre, Joëlle; … - In: Journal of commodity markets 28 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014335265