Purpose: Motivated by the debate on the patterns and sources of commodity futures returns, this paper investigates the performance of three investment trading strategies, namely, the momentum strategy of Jegadeesh and Titman (1993), the 52-week high momentum strategy of George and Hwang (2004)...

Purpose: The paper aims to provide the individual routes of the authors into behavioural finance in order to introduce the special issue. Design/methodology/approach: The paper provides the background to the authors' personal route into behavioural finance. Findings: The paper highlights...