Does index speculation impact commodity prices? : an intraday analysis
Year of publication: |
2013
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Authors: | Tse, Yiuman ; Williams, Michael |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 48.2013, 3, p. 365-383
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Subject: | index speculation | commodity prices | intraday data | Spekulation | Speculation | Rohstoffpreis | Commodity price | Volatilität | Volatility | Aktienindex | Stock index | Index | Index number | Index-Futures | Index futures | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market |
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