Long-short commodity investing: A review of the literature

Author:

Miffre Joëlle

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference72 articles.

1. Market microstructure and securities values: evidence from the Tel Aviv Stock Exchange;Amihud;J. Financ. Econ.,1997

2. High idiosyncratic volatility and low returns: international and further U.S. evidence;Ang;J. Financ. Econ.,2009

3. Value and momentum everywhere;Asness;J. Financ.,2013

4. Understanding the Sources of Risk Underlying the Cross-section of Commodity Returns;Bakshi,2015

5. Stocks as lotteries: the implications of probability weighting for security prices;Barberis;Am. Econ. Rev.,2008

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