New evidence that index traders did not drive bubbles in grain futures markets
Year of publication: |
January 2017
|
---|---|
Authors: | Etienne, Xiaoli Liao ; Irwin, Scott H. ; García, Philip |
Published in: |
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association. - Bozeman, Mont. [u.a.], ISSN 1068-5502, ZDB-ID 1121874-5. - Vol. 42.2017, 1, p. 45-67
|
Subject: | index investment | prices | speculation | Spekulationsblase | Bubbles | Spekulation | Speculation | Aktienindex | Stock index | Getreide | Grain | Derivat | Derivative | Anlageverhalten | Behavioural finance | Index-Futures | Index futures | Börsenkurs | Share price | Index | Index number |
-
Price explosiveness, speculation, and grain futures prices
Etienne, Xiaoli L., (2015)
-
The interaction of speculators and index investors in agricultural derivatives markets
Guilleminot, Benoît, (2014)
-
Measuring index investment in commodity futures markets
Sanders, Dwight R., (2013)
- More ...
-
$25 spring wheat was a bubble, right?
Etienne, Xiaoli Liao, (2015)
-
Etienne, Xiaoli Liao, (2018)
-
Forecast performance of WASDE price projections for U.S. corn
Hoffman, Linwood A., (2015)
- More ...