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Financialization and Commodity Markets Serial Dependence
16 references·1 citing·45 second hop
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2003The Economic Costs of Conflict: A Case Study of the Basque Country4,514 cited
  • 1999Predictive regressions1,614 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2004Comovement929 cited
  • 2013Financialization of Commodity Markets808 cited
  • 2012The Fundamentals of Commodity Futures Returns760 cited
  • 2010How to Understand High Food Prices738 cited
  • 2014Do ETFs Increase Volatility?686 cited
  • 2016The value of connections in turbulent times: Evidence from the United States617 cited
  • 2013Investor Flows and the 2008 Boom/Bust in Oil Prices

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  • 2025Short-Term Reversals and Longer-Term Momentum around the World: Theory and Evidence24 cited