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The Seasonality of Risk and Return on Agricultural Futures Positions
16 references·0 citing·34 second hop
The Seasonality of Risk and Return on Agricultural Futures Positions (1987)The Seasonality of Risk and Return on Agr…The variation of certain speculative prices (1997)The variation of certain spec…Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects (1984)Hedging Interest Rate Risk wi…More Evidence on the Nature of the Distribution of Security Returns (1983)More Evidence on the Nature o…On The Dynamic Behavior of Prices in Disequilibrium (1980)On The Dynamic Behavior of Pr…Consumption Risk in Futures Markets (1980)Consumption Risk in Futures M…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Human capital and capital market equilibrium (1977)Human capital and capital mar…The option pricing model and the risk factor of stock (1976)The option pricing model and …International capital market equilibrium with investment barriers (1974)International capital market …Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Futures Trading and Investor …RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET (1972)RANDOM WALK AND PRICE TRENDS:…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The Characteristic Bias in Some Thin Futures Markets (1960)The Characteristic Bias in So…Returns to Speculators: Telser versus Keynes (1960)Returns to Speculators: Telse…Futures Trading and the Storage of Cotton and Wheat (1958)Futures Trading and the Stora…Equilibrium in a Capital Asset Market (1966)Risk, Return, and Equilibrium: Empirical Tests (1973)Facts and Fantasies about Commodity Futures (2006)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Information Effects on the Bid-Ask Spread (1983)Measuring the Information Content of Stock Trades (1991)Herd Behaviour, Bubbles and Crashes (1995)The Pricing of Options and Corporate Liabilities (1973)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Towards an economic theory of the multiproduct firm (1982)Bank Governance, Regulation, and Risk Taking (2008)International Diversification of Investment Portfolios (1970)Capital Market Equilibrium with Restricted Borrowing (1972)The capital asset pricing model: Some empirical tests (1972)International Portfolio Investment Flows (1997)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Trying to Explain Home Bias in Equities and Consumption (1999)PORTFOLIO SELECTION* (1952)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)The pricing of commodity contracts (1976)The Strategic and Tactical Value of Commodity Futures (2006)The Fundamentals of Commodity Futures Returns (2012)Evaluating Natural Resource Investments (1985)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1997The variation of certain speculative prices4,513 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1976The option pricing model and the risk factor of stock1,239 cited
  • 1958Futures Trading and the Storage of Cotton and Wheat553 cited
  • 1974International capital market equilibrium with investment barriers551 cited
  • 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums502 cited
  • 1980On The Dynamic Behavior of Prices in Disequilibrium327 cited
  • 1960Returns to Speculators: Telser versus Keynes312 cited
  • 1977Human capital and capital market equilibrium245 cited
  • 1980Consumption Risk in Futures Markets123 cited
  • 1972RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET117 cited
  • 1960The Characteristic Bias in Some Thin Futures Markets67 cited
  • 1983More Evidence on the Nature of the Distribution of Security Returns40 cited

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  • 1984Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects29 cited
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