not properly react to unambiguous corporate actions. -- Speculation ; Chinese Stock Market ; Market segmentation ; Event …

What is the role of financial speculation in determining the real oil price? We find that while macroeconomic shocks … a much larger role for financial shocks than previously noted in the literature. -- Oil Price ; Financial speculation …

focused on the definition of speculation while others examined the relationship between oil prices and the behavior of trading … shale oil production, the importance of speculation in ensuring an equilibrium in the US crude oil market has consequently …

This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt … four indexes of speculation: Working's T, the market share of non-commercial traders, the percentage of net long … speculators over total open interest in future markets, which proxy for long term speculation, and scalping, which proxies for …

In light of the recently passed 2010 Dodd-Frank Act, we assess the effect of margin changes on prices, the risk … decrease the rate at which prices change, yet they impair the risk sharing function and they decrease market liquidity in …