Investor structure and the informational efficiency of commodity futures prices
Yu-Lun Chen, Ya-Kai Chang
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Chen, Yu-Lun ; Chang, Ya-Kai |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 42.2015, p. 358-367
|
| Subject: | Commodity futures | Hedgers | Pricing error | Speculators | SWAP dealers | Rohstoffderivat | Commodity derivative | Spekulation | Speculation | Warenbörse | Commodity exchange | Swap | Theorie | Theory | Informationseffizienz | Informational efficiency | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011573530