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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Commodity exchange"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Seasonal variations"
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Commodity exchange
USA
Saisonale Schwankungen
25
Seasonal variations
25
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8
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8
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6
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Back, Janis
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Rudolf, Markus
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1
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Chan, Kam C.
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Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
15
The journal of finance : the journal of the American Finance Association
9
American journal of agricultural economics
7
Economic developments in India : quarterly update : analysis, reports, policy documents
6
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics
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International journal of forecasting
5
Journal of economics and finance
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Journal of financial and quantitative analysis : JFQA
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Quarterly journal of business and economics : QJBE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of financial economics
4
Journal of monetary economics
4
Journal of money, credit and banking : JMCB
4
The journal of business : B
4
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Explorations in economic history : EEH
3
International review of economics & finance : IREF
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Journal of macroeconomics
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Oxford bulletin of economics and statistics
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Review of futures markets
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Review of quantitative finance and accounting
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ECONIS (ZBW)
9
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1
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
2
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
3
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
Saved in:
4
The Other January Effect : evidence against market efficiency?
Marshall, Ben R.
;
Visaltanachoti, Nuttawat
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2413-2424
Persistent link: https://www.econbiz.de/10008858358
Saved in:
5
The evolution of the January effect
Moller, Nicholas
;
Zilca, Shlomo
- In:
Journal of banking & finance
32
(
2008
)
3
,
pp. 447-457
Persistent link: https://www.econbiz.de/10003707792
Saved in:
6
Diversification benefits and persistence of US-based global bond funds
Polwitoon, Sirapat
;
Tawatnuntachai, Oranee
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2767-2786
Persistent link: https://www.econbiz.de/10003376479
Saved in:
7
The Federal funds market and the overnight Eurodollar market
Lee-Scheller, Young-Sook
- In:
Journal of banking & finance
27
(
2003
)
4
,
pp. 749-771
Persistent link: https://www.econbiz.de/10001745426
Saved in:
8
US day-of-the-week effects and asymmetric responses to macroeconomic news
Chang, Eric Chieh
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001243311
Saved in:
9
Another look on bond market seasonality : a note
Chan, Kam C.
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1047-1054
Persistent link: https://www.econbiz.de/10001187933
Saved in:
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