Sunshine vs. predatory trading effects in commodity futures markets : new evidence from index rebalancing
Year of publication: |
2022
|
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Authors: | Yan, Lei ; Irwin, Scott H. ; Sanders, Dwight R. |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 26.2022, p. 1-21
|
Subject: | Commodity futures | Financialization | Index | Order flow | Rebalancing | Rohstoffderivat | Commodity derivative | Theorie | Theory | Index-Futures | Index futures | Börsenkurs | Share price | Schätzung | Estimation | Aktienindex | Stock index |
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