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Persistent link: https://www.econbiz.de/10014502452

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The impact of long-only index funds on price discovery and market performance in agricultural futures markets

Prehn, Sören; Glauben, Thomas; Loy, Jens-Peter; Pies, Ingo - 2014

For a considerable time, long-only index funds have been suspected of being responsible for price increases on agricultural futures markets, particularly those for grain. Utilizing partial equilibrium concepts, we analyze the market impacts of long-only index funds. Our analysis reveals that...

Persistent link: https://www.econbiz.de/10010355849