Investor structure and the informational efficiency of commodity futures prices

Author:

Chen Yu-Lun,Chang Ya-Kai

Funder

National Science Council

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Cited by 19 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

1. Does speculation impair informational efficiency? New evidence from the Indian agricultural commodity market;Journal of Agribusiness in Developing and Emerging Economies;2024-09-03

2. Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model;Computational Economics;2024-05-13

3. Predictability of crypto returns: The impact of trading behavior;Journal of Behavioral and Experimental Finance;2023-09

4. Measuring commodity market quality;Journal of Banking & Finance;2022-12

5. Investor sentiment spillover effect and market quality in crude oil futures;International Review of Economics & Finance;2022-11

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