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Can Speculators Forecast Prices?
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Can Speculators Forecast Prices? (1957)Can Speculators Forecast Prices?Does the choice of performance measure influence the evaluation of commodity investments? (2014)Does the choice of performanc…Commodity Investing (2012)Commodity InvestingA Reappraisal of Investing in Commodity Futures Markets (2012)A Reappraisal of Investing in…Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates (2011)Speculation and hedging in th…Identifying informed traders in futures markets (2011)Identifying informed traders …SPECULATION IN COMMODITIES: KEYNES’ “PRACTICAL ACQUAINTANCE” WITH FUTURES MARKETS (2010)SPECULATION IN COMMODITIES: K…Time-varying risk premium: further evidence in agricultural futures markets (2008)Time-varying risk premium: fu…Estimating the commodity market price of risk for energy prices (2007)Estimating the commodity mark…Causality in futures markets (2006)Causality in futures marketsLuck Versus Forecast Ability: Determinants of Trader Performance in Futures Markets (1991)Luck Versus Forecast Ability:…Price variability and the maturity effect in futures markets (1986)Price variability and the mat…Risk premiums in futures markets: An empirical investigation (1984)Risk premiums in futures mark…Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets (1984)Marketmaker Behavior in an Au…Speculative Price: Economic Welfare and the Idiot of Chance (1981)Speculative Price: Economic W…Normal Backwardation, Forecasting, and the Returns to Commodity Futures Traders (1976)Normal Backwardation, Forecas…RISK AND RETURN ON SHORT POSITIONS IN COMMON STOCKS (1973)RISK AND RETURN ON SHORT POSI…Value and Capital (1939)Noise Trader Risk in Financial Markets (1990)The variation of certain speculative prices (1997)The Economics of Information (1961)The Economics of Liquidity Services (1972)The Economics of Information (1976)Scalper behavior in futures markets: An empirical examination (1993)Do Professional Traders Exhibit Loss Realization Aversion (2001)Determinants of Trader Profits in Commodity Futures Markets (2012)Information, futures prices, and stabilizing speculation (1978)Hedging and the Competitive Firm under Price Uncertainty (1979)Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos? (1993)Volatility in Wheat Spot and Futures Markets, 1950-1993: Government Farm Programs, Seasonality, and Causality (1996)Price spread and convenience yield behaviour in the international oil market (2001)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Commodity futures markets: a survey (1999)Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports (2004)Fundamentals, Trader Activity and Derivative Pricing (2008)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)Generalized autoregressive conditional heteroskedasticity (1986)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets (2008)Portfolio investment: Are commodities useful? (2017)Rational Expectations and the Theory of Price Movements (1961)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework (2019)Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? (2021)Returns to Speculators: Telser versus Keynes (1960)The Price Performance on the Futures Market of a Nonstorable Commodity: Live Beef Cattle (1974)Speculation and Equilibrium: Information, Risk, and Markets (1975)Understanding futures markets (1984)The Review of Economics and Statistics (1997)Measuring the Information Content of Stock Trades (1991)Do Investors Trade Too Much? (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Facts and Fantasies about Commodity Futures (2006)The Financialization of Commodity Markets (2013)Long-Short Commodity Investing: A Review of the Literature (2015)The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies (2016)
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  • 1986Price variability and the maturity effect in futures markets134 cited
  • 1984Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets115 cited
  • 1991Luck Versus Forecast Ability: Determinants of Trader Performance in Futures Markets107 cited
  • 2012Commodity Investing97 cited
  • 2007Estimating the commodity market price of risk for energy prices87 cited
  • 1976Normal Backwardation, Forecasting, and the Returns to Commodity Futures Traders79 cited
  • 2006Causality in futures markets78 cited
  • 1981Speculative Price: Economic Welfare and the Idiot of Chance76 cited
  • 2008Time-varying risk premium: further evidence in agricultural futures markets49 cited
  • 2011Identifying informed traders in futures markets42 cited
  • 2010SPECULATION IN COMMODITIES: KEYNES’ “PRACTICAL ACQUAINTANCE” WITH FUTURES MARKETS41 cited
  • 2011Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates41 cited
  • 2012A Reappraisal of Investing in Commodity Futures Markets38 cited
  • 2014Does the choice of performance measure influence the evaluation of commodity investments?35 cited

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  • 1973RISK AND RETURN ON SHORT POSITIONS IN COMMON STOCKS33 cited
  • 1984Risk premiums in futures markets: An empirical investigation31 cited