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~person:"Irwin, Scott H."
~person:"Li, Pan"
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Commodity derivative
4
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Index-Futures
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Rohstoffderivat
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Börsenkurs
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Estimation
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Liao, Tzu-Hsiang
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Ma, Feng
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Robles-Fernandez, M. Dolores
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Applied economic perspectives and policy
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ECONIS (ZBW)
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1
The order flow cost of index rolling in commodity futures markets
Irwin, Scott H.
;
Sanders, Dwight R.
;
Yan, Lei
- In:
Applied economic perspectives and policy
45
(
2023
)
2
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487
Saved in:
2
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
3
Sunshine vs. predatory trading effects in commodity futures markets : new evidence from index rebalancing
Yan, Lei
;
Irwin, Scott H.
;
Sanders, Dwight R.
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013451072
Saved in:
4
Bubbles, food prices, and speculation : evidence from the CFTC' s daily large trader data files
Aulerich, Nicole M.
;
Irwin, Scott H.
;
García, Philip
-
2013
Persistent link: https://www.econbiz.de/10009754625
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