๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Commodity futures markets: a survey

โœ Scribed by Colin A. Carter


Book ID
108522544
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
265 KB
Volume
43
Category
Article
ISSN
1364-985X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The relative efficiency of commodity fut
โœ Kellard, Neil; Newbold, Paul; Rayner, Tony; Ennew, Christine ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 203 KB ๐Ÿ‘ 3 views

The ability of futures markets to predict subsequent spot prices has been a controversial topic for a number of years. Empirical evidence to date is mixed; for any given market, some studies find evidence of efficiency, others of inefficiency. In part, these apparently conflicting findings reflect d

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