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Limits to arbitrage and hedging: Evidence from commodity markets · Study

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ArticleLimits to arbitrage and hedging: Evidence from commodity markets

Viral V. Acharya2013

Article2013

Limits to arbitrage and hedging: Evidence from commodity markets

Viral V. Acharya · Lars A. Lochstoer · Tarun Ramadorai

371 citations·0/0 files stored·Journal of Financial Economics

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Market Dynamics and Volatility Financial Markets and Investment Strategies Risk Management in Financial Firms

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 371 citations exist upstream.

References

1976Theory of the firm: Managerial behavior, agency costs and ownership structure 1993Common risk factors in the returns on stocks and bonds 1984Corporate financing and investment decisions when firms have information that investors do not have 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1977Determinants of corporate borrowing 1979Moral Hazard and Observability 1995The Limits of Arbitrage 1988Outside directors and CEO turnover

Cited by

2013Risk premia in crude oil futures prices 2014Convective Risk Flows in Commodity Futures Markets 2019A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets 2013Broker-Dealer Risk Appetite and Commodity Returns 2017Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns 2016Volatility risk premia and exchange rate predictability 2014Forecasting commodity price indexes using macroeconomic and financial predictors 2015The Causal Effect of Option Pay on Corporate Risk Management

Details

Year2013

Typearticle

Published2013-03-14

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations371

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.jfineco.2013.03.003

openalex_workW3122576384

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