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Do investors learn about analyst accuracy?
Chang, Charles (contributor); Daouk, Hazem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003792919
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Market makers V's the general public : a first look at S&P500 futures trade data
Gannon, Gerard L. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003794270
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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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Bubbles, food prices, and speculation : evidence from the CFTC' s daily large trader data files
Aulerich, Nicole M.; Irwin, Scott H.; García, Philip - 2013
Persistent link: https://www.econbiz.de/10009754625
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Natural gas market liberalization : an examination of UK and US futures and spot prices
Simpson, John L. - In: Energy economics and financial markets, (pp. 175-194). 2013
Persistent link: https://www.econbiz.de/10009693286
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Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
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Risk premia and seasonality in commodity futures
Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011482266
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The pattern of price linkages among commodities
Dorfman, Jeffrey H.; Karali, Berna - In: The journal of futures markets 34 (2014) 11, pp. 1062-1076
Persistent link: https://www.econbiz.de/10010508679
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Risk premia and seasonality in commodity futures
Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011480584
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Do asset prices reflect fundamentals? : Freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - 2003
Persistent link: https://www.econbiz.de/10001738945