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Are speculators informed?
16 references·5 citing·38 second hop
Are speculators informed? (2011)Are speculators informed?The Fundamentals of Commodity Futures Returns (2012)The Fundamentals of Commodity…Futures prices as risk-adjusted forecasts of monetary policy (2008)Futures prices as risk-adjust…The Fundamentals of Commodity Futures Returns (2007)The Fundamentals of Commodity…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …Hedging Pressure Effects in Futures Markets (2000)Hedging Pressure Effects in F…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Systematic Risk, Hedging Pres…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Efficient Asset Portfolios and the Theory of Normal Backwardation (1983)Efficient Asset Portfolios an…Speculation and Economic Stability (1976)Speculation and Economic Stab…Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Futures Trading and Investor …The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…A Treatise on Money (1971)A Treatise on MoneySpeculation and Economic Stability (1939)Speculation and Economic Stab…Trading activity and price discovery in Bitcoin futures markets (2021)Trading activity and price di…Impact of the COVID-19 event on U.S. banks’ financial soundness (2021)Impact of the COVID-19 event …The Financialization of Food? (2016)The Financialization of Food?Information Flow, Trading Activity and Commodity Futures Volatility (2015)Information Flow, Trading Act…Capacity Planning with Financial and Operational Hedging in Low‐Cost Countries (2013)Capacity Planning with Financ…Equilibrium Forward Curves for Commodities (2000)Review of Economic Studies (2010)Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Rational Expectations and the Theory of Price Movements (1961)How Big Is the Random Walk in GNP? (1988)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Financialization of Commodity Markets (2013)Evaluating Natural Resource Investments (1985)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Facts and Fantasies about Commodity Futures (2006)A Model of Financialization of Commodities (2016)Intermediary asset pricing: New evidence from many asset classes (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Currency traders and exchange rate dynamics: a survey of the US market (2001)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)International Liquidity and Exchange Rate Dynamics * (2015)The General Theory of Employment, Interest and Money. (1936)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Empirical exchange rate models of the seventies (1983)Exchange Rate Dynamics Redux (1995)Exchange Rates, Equity Prices, and Capital Flows (2005)Trading and Arbitrage in Cryptocurrency Markets (2018)The Event Study Methodology Since 1969 (1998)Does Arbitrage Flatten Demand Curves for Stocks? (2002)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)The market for borrowing stock (2002)Hedge Funds and the Technology Bubble (2004)The Market for News (2005)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)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)The Strategic and Tactical Value of Commodity Futures (2006)
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References

  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1971A Treatise on Money1,728 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 1939Speculation and Economic Stability913 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 1976Speculation and Economic Stability806 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 2012The Fundamentals of Commodity Futures Returns760 cited
  • 1992Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets538 cited
  • 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums502 cited
  • 2000Hedging Pressure Effects in Futures Markets478 cited
  • 2008Futures prices as risk-adjusted forecasts of monetary policy353 cited
  • 1983Efficient Asset Portfolios and the Theory of Normal Backwardation221 cited
  • 2007The Fundamentals of Commodity Futures Returns

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Cited by

  • 2016The Financialization of Food?108 cited
  • 2021Trading activity and price discovery in Bitcoin futures markets47 cited
  • 2021Impact of the COVID-19 event on U.S. banks’ financial soundness30 cited
  • 2015Information Flow, Trading Activity and Commodity Futures Volatility27 cited
  • 2013Capacity Planning with Financial and Operational Hedging in Low‐Cost Countries22 cited