Publisher
Springer Science and Business Media LLC
Reference68 articles.
1. Auer, B.: Does the choice of performance measure influence the evaluation of commodity investments? Int. Rev. Financ. Anal. 38, 142–150 (2015)
2. Auer, B., Rottmann, H.: Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity? J. Econ. Bus. 103, 61–79 (2019)
3. Bajgrowicz, P., Scaillet, O.: Technical trading revisited: false discoveries, persistence tests and transaction costs. J. Financ. Econ. 106(3), 473–491 (2012)
4. Bianchi, R., Drew, M., Fan, J.: Combining momentum with reversal in commodity futures. J. Bank. Finance 59, 423–444 (2015a)
5. Bianchi, R., Drew, M., Fan, J.: Microscopic momentum in commodity futures. Griffith University Discussion Papers Finance No. 2015-10 (2015b)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献