Financialization and commodity markets serial dependence
Year of publication: |
2024
|
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Authors: | Da, Zhi ; Tang, Ke ; Tao, Yubo ; Yang, Liyan |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 4, p. 2122-2143
|
Subject: | ETF arbitrage | financialization | index trading | news sentiment | price discovery | return autocorrelations | Indexderivat | Index derivative | Börsenkurs | Share price | Arbitrage | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Rohstoffmarkt | Commodity market |
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