Microscopic momentum in commodity futures
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- repec:eee:glofin:v:35:y:2018:i:c:p:115-137 is not listed on IDEAS
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KeywordsCommodity Futures; Conventional Momentum; Echo; Microscopic Momentum;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-10-25 (All new papers)
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