Commodities momentum: A behavioral perspective

Author:

Bianchi Robert J.,Drew Michael E.,Fan John Hua

Funder

Griffith University

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference79 articles.

1. Estimation of an adaptive stock market model with heterogeneous agents;Amilon;Journal of Empirical Finance,2008

2. Cognitive dissonance, sentiment, and momentum;Antoniou;Journal of Financial and Quantitative Analysis,2013

3. Value and momentum everywhere;Asness;The Journal of Finance,2013

4. Investor sentiment in the stock market;Baker;Journal of Economic Perspectives,2007

5. Bakshi, G., Gao Bakshi, X., Rossi, A.G. (2015). Understanding the sources of risk underlying the cross-section of commodity returns. Robert H. Smith School Research Paper No. RHS, 2589057.

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5. Memory-enhanced momentum in commodity futures markets;The European Journal of Finance;2023-06-06

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