Matches in SemOpenAlex for { <https://semopenalex.org/work/W2897315549> ?p ?o ?g. }
- W2897315549 endingPage "159" @default.
- W2897315549 startingPage "145" @default.
- W2897315549 abstract "Abstract This article studies the effects of speculation in a thinly traded commodity futures market, paying particular attention to periods characterized by high‐speculative activity of long–short speculators. Using the speculation ratio as a daily measure for long–short speculation, we employ generalized autoregressive conditional heteroscedasticity regressions to study its impact on return dynamics. Our results for the Chicago Mercantile Exchange feeder cattle futures market suggest that futures returns are predominantly explained by fundamentals, but their volatility is significantly driven by the speculation ratio. This relationship holds for periods of high‐ and low‐speculative activity alike." @default.
- W2897315549 created "2018-10-26" @default.
- W2897315549 creator A5020584055 @default.
- W2897315549 creator A5039070082 @default.
- W2897315549 date "2019-10-14" @default.
- W2897315549 modified "2023-09-26" @default.
- W2897315549 title "Return dynamics during periods of high speculation in a thinly traded commodity market" @default.
- W2897315549 cites W1527816629 @default.
- W2897315549 cites W1980167787 @default.
- W2897315549 cites W1980801070 @default.
- W2897315549 cites W1984022858 @default.
- W2897315549 cites W1999996900 @default.
- W2897315549 cites W2005995297 @default.
- W2897315549 cites W2016917285 @default.
- W2897315549 cites W2017096844 @default.
- W2897315549 cites W2035555518 @default.
- W2897315549 cites W2038295726 @default.
- W2897315549 cites W2050031929 @default.
- W2897315549 cites W2050643653 @default.
- W2897315549 cites W2050799889 @default.
- W2897315549 cites W2051230964 @default.
- W2897315549 cites W2056252523 @default.
- W2897315549 cites W2057559654 @default.
- W2897315549 cites W2058562590 @default.
- W2897315549 cites W2074812030 @default.
- W2897315549 cites W2086729180 @default.
- W2897315549 cites W2090637028 @default.
- W2897315549 cites W2100995643 @default.
- W2897315549 cites W2101250631 @default.
- W2897315549 cites W2110752212 @default.
- W2897315549 cites W2128156079 @default.
- W2897315549 cites W2140829321 @default.
- W2897315549 cites W2151915375 @default.
- W2897315549 cites W2157403008 @default.
- W2897315549 cites W2168947139 @default.
- W2897315549 cites W2261663051 @default.
- W2897315549 cites W2267357487 @default.
- W2897315549 cites W2333630357 @default.
- W2897315549 cites W2805288547 @default.
- W2897315549 cites W3122202697 @default.
- W2897315549 cites W3122374219 @default.
- W2897315549 cites W3123604414 @default.
- W2897315549 cites W3124305668 @default.
- W2897315549 cites W4230644069 @default.
- W2897315549 cites W4255461888 @default.
- W2897315549 doi "https://doi.org/10.1002/fut.22063" @default.
- W2897315549 hasPublicationYear "2019" @default.
- W2897315549 type Work @default.
- W2897315549 sameAs 2897315549 @default.
- W2897315549 citedByCount "3" @default.
- W2897315549 countsByYear W28973155492020 @default.
- W2897315549 countsByYear W28973155492021 @default.
- W2897315549 countsByYear W28973155492022 @default.
- W2897315549 crossrefType "journal-article" @default.
- W2897315549 hasAuthorship W2897315549A5020584055 @default.
- W2897315549 hasAuthorship W2897315549A5039070082 @default.
- W2897315549 hasBestOaLocation W28973155491 @default.
- W2897315549 hasConcept C101104100 @default.
- W2897315549 hasConcept C10138342 @default.
- W2897315549 hasConcept C106159729 @default.
- W2897315549 hasConcept C106306483 @default.
- W2897315549 hasConcept C149782125 @default.
- W2897315549 hasConcept C159877910 @default.
- W2897315549 hasConcept C162324750 @default.
- W2897315549 hasConcept C2776667075 @default.
- W2897315549 hasConcept C2779609043 @default.
- W2897315549 hasConcept C2983622608 @default.
- W2897315549 hasConcept C37621935 @default.
- W2897315549 hasConcept C39432304 @default.
- W2897315549 hasConcept C47941915 @default.
- W2897315549 hasConcept C556758197 @default.
- W2897315549 hasConcept C91602232 @default.
- W2897315549 hasConceptScore W2897315549C101104100 @default.
- W2897315549 hasConceptScore W2897315549C10138342 @default.
- W2897315549 hasConceptScore W2897315549C106159729 @default.
- W2897315549 hasConceptScore W2897315549C106306483 @default.
- W2897315549 hasConceptScore W2897315549C149782125 @default.
- W2897315549 hasConceptScore W2897315549C159877910 @default.
- W2897315549 hasConceptScore W2897315549C162324750 @default.
- W2897315549 hasConceptScore W2897315549C2776667075 @default.
- W2897315549 hasConceptScore W2897315549C2779609043 @default.
- W2897315549 hasConceptScore W2897315549C2983622608 @default.
- W2897315549 hasConceptScore W2897315549C37621935 @default.
- W2897315549 hasConceptScore W2897315549C39432304 @default.
- W2897315549 hasConceptScore W2897315549C47941915 @default.
- W2897315549 hasConceptScore W2897315549C556758197 @default.
- W2897315549 hasConceptScore W2897315549C91602232 @default.
- W2897315549 hasIssue "1" @default.
- W2897315549 hasLocation W28973155491 @default.
- W2897315549 hasOpenAccess W2897315549 @default.
- W2897315549 hasPrimaryLocation W28973155491 @default.
- W2897315549 hasRelatedWork W1542567058 @default.
- W2897315549 hasRelatedWork W2016175128 @default.
- W2897315549 hasRelatedWork W2027798627 @default.
- W2897315549 hasRelatedWork W2070701473 @default.
- W2897315549 hasRelatedWork W2127057069 @default.
- W2897315549 hasRelatedWork W2154331566 @default.
- W2897315549 hasRelatedWork W2201765314 @default.