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Returns to Individual Traders of Futures: Aggregate Results
9 references·16 citing·35 second hop
Returns to Individual Traders of Futures: Aggregate Results (1987)Returns to Individual Traders of Futures:…Returns to Speculators and the Theory of Normal Backwardation (1985)Returns to Speculators and th…Efficient Asset Portfolios and the Theory of Normal Backwardation (1983)Efficient Asset Portfolios an…Risk and Return in Commodity Futures (1980)Risk and Return in Commodity …The pricing of commodity contracts (1976)The pricing of commodity cont…Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Futures Trading and Investor …A Treatise on Money (1971)A Treatise on MoneyReturns to Speculators: Telser versus Keynes (1960)Returns to Speculators: Telse…Income from Independent Professional Practice (1946)Income from Independent Profe…Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory. (1939)Value and Capital: An Inquiry…An update on speculation and financialization in commodity markets (2018)An update on speculation and …Speculative bubbles in agricultural prices (2014)Speculative bubbles in agricu…Commodity index trading and hedging costs (2014)Commodity index trading and h…The Financialization of Commodity Markets (2013)The Financialization of Commo…Effects of Index-Fund Investing on Commodity Futures Prices (2013)Effects of Index-Fund Investi…Determinants of Trader Profits in Commodity Futures Markets (2012)Determinants of Trader Profit…Commodity Investing (2012)Commodity InvestingDoes 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements (2011)Does 'Paper Oil' Matter? Ener…The Impact of Index and Swap Funds on Commodity Futures Markets (2010)The Impact of Index and Swap …Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets (2009)Smart Money: The Forecasting …Fundamentals, Trader Activity and Derivative Pricing (2008)Fundamentals, Trader Activity…Causality in futures markets (2006)Causality in futures marketsThe behavior and performance of major types of futures traders (2002)The behavior and performance …Commodity futures markets: a survey (1999)Commodity futures markets: a …Interday variations in volume, variance and participation of large speculators (1997)Interday variations in volume…Luck Versus Forecast Ability: Determinants of Trader Performance in Futures Markets (1991)Luck Versus Forecast Ability:…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)Risk, Return, and Equilibrium: Empirical Tests (1973)Hedging Pressure Effects in Futures Markets (2000)Momentum strategies in commodity futures markets (2007)Financialization in commodity markets: A passing trend or the new normal? (2015)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil price dynamics, macro-finance interactions and the role of financial speculation (2012)Does Futures Speculation Destabilize Commodity Markets? (2015)Financialization and Structural Change in Commodity Futures Markets (2012)Are there common factors in individual commodity futures returns? (2013)Effects of Index-Fund Investing on Commodity Futures Prices (2014)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Risk premia in crude oil futures prices (2013)The Empirical Status of Human Capital Theory: A Slightly Jaundiced Survey (1976)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (1978)Why Do Some Occupations Pay More than Others? Social Closure and Earnings Inequality in the United States (2002)Tactical allocation in commodity futures markets: Combining momentum and term structure signals (2010)Should investors include commodities in their portfolios after all? New evidence (2011)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)The use of technical analysis in the foreign exchange market (1992)Facts and Fantasies about Commodity Futures (2006)Social Cost of Environmental Quality Regulations: A General Equilibrium Analysis (1990)Transaction cost measurement for evaluating environmental policies (2005)Corporate Social Responsibility: Is it Rewarded by the Corporate Bond Market? A Critical Note (2010)
this work references cited by second hop

References

  • 1976The pricing of commodity contracts2,859 cited
  • 1971A Treatise on Money1,728 cited
  • 1939Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory.799 cited
  • 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums502 cited
  • 1946Income from Independent Professional Practice440 cited
  • 1980Risk and Return in Commodity Futures416 cited
  • 1960Returns to Speculators: Telser versus Keynes312 cited
  • 1985Returns to Speculators and the Theory of Normal Backwardation238 cited
  • 1983Efficient Asset Portfolios and the Theory of Normal Backwardation221 cited

Cited by

  • 2008Fundamentals, Trader Activity and Derivative Pricing123 cited
  • 2002The behavior and performance of major types of futures traders119 cited
  • 2013The Financialization of Commodity Markets119 cited
  • 1999Commodity futures markets: a survey112 cited
  • 1991Luck Versus Forecast Ability: Determinants of Trader Performance in Futures Markets107 cited
  • 2010The Impact of Index and Swap Funds on Commodity Futures Markets107 cited

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2012
Commodity Investing
97 cited
  • 2018An update on speculation and financialization in commodity markets96 cited
  • 2014Speculative bubbles in agricultural prices88 cited
  • 2013Effects of Index-Fund Investing on Commodity Futures Prices87 cited
  • 2012Determinants of Trader Profits in Commodity Futures Markets79 cited
  • 2006Causality in futures markets78 cited
  • 2011Does 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-Movements77 cited
  • 2014Commodity index trading and hedging costs76 cited
  • 1997Interday variations in volume, variance and participation of large speculators65 cited
  • 2009Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets57 cited