Similar Search Results

The identification and measurement of speculative risk

FitzHerbert, Richard M. - 2003

Persistent link: https://www.econbiz.de/10001867707

1 The Information Value of Excessive Speculative Trades on Price Volatility in Oil Futures Markets

Chan, Leo H.; Nguyen, Chi M.; Chan, Kam C. - In: International financial markets, (pp. 1-24). 2014

In this chapter, we apply the new measure of speculative activities (hereafter, named the speculative ratio) in Chan, Nguyen, and Chan (2013) to study the relationship between those activities and volatility in the oil futures market. We document that the speculative ratio (trading volume...

Persistent link: https://www.econbiz.de/10015368582

Systemic risk and sentiment : chapter contribution to handbook on systemic risk ; [edited by Jean-Pierre Fouque and Joe Langsam]

Barone-Adesi, Giovanni; Mancini, Loriano; Shefrin, Hersh - 2011

traditional pricing kernel theory, which we supplement with external proxies. We illustrate the technique by analyzing the …

Persistent link: https://www.econbiz.de/10009375111

The information value of excessive speculative trades on price volatility in oil futures markets

Chan, Leo H.; Nguyen, Chi M.; Chan, Kam C. - In: International financial markets, (pp. 1-24). 2013

Persistent link: https://www.econbiz.de/10010204802

On the speculative nature of cryptocurrencies : a study on Garman and Klass volatility measure

Tan, Shay Kee; Chan, Jennifer So Kuen; Kok Haur Ng - In: Finance research letters 32 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012430656

Measuring Utility and Speculation in Blockchain Tokens

Silberholz, John; Wu, Di (Andrew) - 2021

speculation, or have actual utility on their underlying platforms. The objective of this study is to create and validate a set of … granular measures of token utility and speculation. Using disaggregated data on 270 million transactions in 891 tokens hosted … on the Ethereum blockchain, we construct three intuitive measures of token utility and speculation: utility turnover (UT …

Persistent link: https://www.econbiz.de/10014087506

Expectations and speculation in the natural gas markets

Anderl, Christina; Caporale, Guglielmo Maria - 2024

consistently with the theory of storage (Kilian and Murphy, 2014), the futures spread (Valenti, 2022), and functional shocks …

Persistent link: https://www.econbiz.de/10015065319

Icing on the cake : can the top-floor units serve as a status good and an investment simultaneously?

Tang, Edward Chi Ho; Leung, Ka Yui - 2024 - This version: September 2024

Situated atop condominium buildings, 'top floor units' (TFU) offer unparalleled views and privacy, courtesy of accessible roofs. This paper empirically examines this status symbol and finds that: (1) TFUs interact with the macroeconomy differently from ordinary units, (2) when considering the...

Persistent link: https://www.econbiz.de/10015066914

Macroeconomic conditions, speculation, and commodity futures returns

Adhikari, Ramesh; Putnam, Kyle J. - In: International Journal of Financial Studies : open … 13 (2025) 1, pp. 1-26

comprehensive measures of commodity market speculation across five sectors and examine their sector-specific impact on returns … to predict commodity futures returns. The relationship between speculation and commodity returns is bi-directional across …

Persistent link: https://www.econbiz.de/10015338404

Temporalities of speculation and discounting in the twentieth century

Pietruska, Jamie - In: Finance and society 10 (2024) 3, pp. 287-296

a future-oriented, speculative, and economic subject. It focuses on the relationship between financial speculation and … practices for anticipating futures and managing risk. The article concludes with a discussion of power and profit in speculation …

Persistent link: https://www.econbiz.de/10015339897