Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets
Year of publication: |
2014-11
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Authors: | Aggarwal, Raj ; Lucey, Brian M. ; O'Connor, Fergal A. |
Institutions: | Institute for International Integration Studies (IIIS), Trinity College Dublin |
Subject: | gold | gold forward rate | behavioural | forecast errors | forecast revisions | pessimism | overreaction | Exchange Traded Funds |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | 29 pages |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; Q30 - Nonrenewable Resources and Conservation. General |
Source: |
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Aggarwal, Raj, (2014)
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