๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Note on Asymmetry in Commodity Futures Markets

โœ Scribed by Rony S. Gravelines; Milton Boyd


Book ID
111332050
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
76 KB
Volume
47
Category
Article
ISSN
0008-3976

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Commodity futures markets: a survey
โœ Colin A. Carter ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 265 KB
An examination of momentum strategies in
โœ Qian Shen; Andrew C. Szakmary; Subhash C. Sharma ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 248 KB

## Abstract Commodity futures and equity markets differ in several important respects. Nevertheless, it was found that momentum profits in commodities are highly significant for holding periods as long as 9 months, and returns to momentum strategies are roughly equal in magnitude to those that have

Asymmetric information in commodity futu
โœ Perrakis, Stylianos; Khoury, Nabil ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 291 KB ๐Ÿ‘ 2 views

This article examines the theoretical and empirical implications of asymmetric information in commodity futures markets. In particular, it formulates and tests a theoretical model that recognizes two distinct categories of traders: hedgers, who participate in both spot and futures markets, and specu

The inventory effect in commodity future
โœ Da-Hsiang Donald Lien ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 983 KB

## Introduction e of the most intriguing and long standing conjectures concerning the 0. pattern of prices on futures markets is that prices display "backwardation," at least on a seasonal basis. The term backwardation has a long history of use on the London stock exchange, and was adapted to futu