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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - In: Journal of financial economics 109 (2013) 2, pp. 441-465
Persistent link: https://www.econbiz.de/10009784180
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A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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An examination of own account trading by dual traders in futures markets
Chakravarty, Sugato; Li, Kai - In: Journal of financial economics 69 (2003) 2, pp. 375-397
Persistent link: https://www.econbiz.de/10001778009
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Investment shocks and the commodity basis spread
Yang, Fan - In: Journal of financial economics 110 (2013) 1, pp. 164-184
Persistent link: https://www.econbiz.de/10010207751
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Time-varying risk premia and forecastable returns in futures markets
Bessembinder, Hendrik - In: Journal of financial economics 32 (1992) 2, pp. 169-193
Persistent link: https://www.econbiz.de/10001135590
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Momentum has its moments
Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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The role of shorting, firm size, and time on market anomalies
Israel, Ronen; Moskowitz, Tobias J. - In: Journal of financial economics 108 (2013) 2, pp. 275-301
Persistent link: https://www.econbiz.de/10009749340
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Prospect theory, the disposition effect, and asset prices
Li, Yan; Yang, Liyan - In: Journal of financial economics 107 (2013) 3, pp. 715-739
Persistent link: https://www.econbiz.de/10009730583
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Size, value, and momentum in international stock returns
Fama, Eugene F.; French, Kenneth Ronald - In: Journal of financial economics 105 (2012) 3, pp. 457-472
Persistent link: https://www.econbiz.de/10009666815