Market sentiment in commodity futures returns
Year of publication: |
September 2015
|
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Authors: | Gao, Lin ; Süss, Stephan |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 84-103
|
Subject: | Commodity futures | Market sentiment | Comovement | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Anlageverhalten | Behavioural finance | Schätzung | Estimation |
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