We find that among stocks dominated by retail investors, the lottery anomaly is amplified by high investor attention (proxied by high analyst coverage, salient earnings surprises, or recency of extreme positive returns) and intense social interactions (proxied by Facebook social connectedness or...

Forecasting currencies with commodity prices -- Commodity prices, commodity currencies, and global economic developments / Jan J. J. Groen and Paolo A. Pesenti -- Comments: Kalok Chan, Roberto S. Mariano -- The relationship between commodity prices and currency exchange rates: evidence from the...