News sentiment in the gold futures market

Author:

Smales Lee A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Dealership market: market making with inventory;Amihud;Journal of Financial Economics,1980

2. Economic news and bond prices: evidence from the US Treasury market;Balduzzi;Journal of Financial and Quantitative Analysis,2001

3. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;The Financial Review,2010

4. Is gold a safe haven? International evidence;Baur;Journal of Banking & Finance,2010

5. Systematic risk, hedging pressure, and risk premiums in futures markets;Bessembinder;Review of Financial Studies,1992

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