Economic news and the cross-section of commodity futures returns

Author:

Bannigidadmath DeepaORCID,Narayan Paresh Kumar

Publisher

Elsevier BV

Subject

Finance

Reference67 articles.

1. Expectation formation following large, unexpected shocks;Baker;Rev. Econ. Stat.,2020

2. Understanding the sources of risk underlying the cross-section of commodity returns;Bakshi;Manage. Sci.,2019

3. Security returns around earnings announcements;Ball;Account. Rev.,1991

4. Do asymmetries in the Indian equity market exist during the COVID-19?;Bannigidadmath;Emerg. Mark. Finance Trade,2021

5. Commodity futures prices and economic news: An examination under alternative monetary regimes;Barnhart;J. Futures Mark.,1988

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