Matches in SemOpenAlex for { <https://semopenalex.org/work/W4290779511> ?p ?o ?g. }
- W4290779511 endingPage "1206" @default.
- W4290779511 startingPage "1187" @default.
- W4290779511 abstract "The investment volume for commodity indices has increased rapidly over the past years. This financialization is intensively discussed in politics and science with mixed results because of several problems. We use a novel idea to measure the effect of the growing investment volume of index investors by looking at index rebalancing, in which only financial traders are forced to trade. Analyzing 289 rebalancing between 2006 and 2021 for the BCOM and the S&P GSCI, we observe significant results—with abnormal returns up to 14.1%—only for open interest and volume data. We cannot prove an effect on prices and, therefore, no effect of financialization on the real economy." @default.
- W4290779511 created "2022-08-09" @default.
- W4290779511 creator A5009137053 @default.
- W4290779511 creator A5044916418 @default.
- W4290779511 creator A5054079944 @default.
- W4290779511 creator A5058618028 @default.
- W4290779511 date "2022-08-09" @default.
- W4290779511 modified "2023-09-27" @default.
- W4290779511 title "Rebalancing effects of commodity indices on open interest, volume and prices" @default.
- W4290779511 cites W1527816629 @default.
- W4290779511 cites W1712777634 @default.
- W4290779511 cites W1984022858 @default.
- W4290779511 cites W1992813403 @default.
- W4290779511 cites W2000949653 @default.
- W4290779511 cites W2014256903 @default.
- W4290779511 cites W2023901947 @default.
- W4290779511 cites W2028513078 @default.
- W4290779511 cites W2043936719 @default.
- W4290779511 cites W2062122835 @default.
- W4290779511 cites W2062843432 @default.
- W4290779511 cites W2089169136 @default.
- W4290779511 cites W2098192078 @default.
- W4290779511 cites W2100000398 @default.
- W4290779511 cites W2101718392 @default.
- W4290779511 cites W2107802909 @default.
- W4290779511 cites W2111493956 @default.
- W4290779511 cites W2115977992 @default.
- W4290779511 cites W2125344249 @default.
- W4290779511 cites W2126060527 @default.
- W4290779511 cites W2126474906 @default.
- W4290779511 cites W2137492364 @default.
- W4290779511 cites W2152356975 @default.
- W4290779511 cites W2161238040 @default.
- W4290779511 cites W2325864657 @default.
- W4290779511 cites W2463928770 @default.
- W4290779511 cites W2467697427 @default.
- W4290779511 cites W2524881261 @default.
- W4290779511 cites W2573722218 @default.
- W4290779511 cites W2580209073 @default.
- W4290779511 cites W2752380157 @default.
- W4290779511 cites W2997103584 @default.
- W4290779511 cites W3010922952 @default.
- W4290779511 cites W3042053805 @default.
- W4290779511 cites W3121600896 @default.
- W4290779511 cites W3122374219 @default.
- W4290779511 cites W3123136373 @default.
- W4290779511 cites W3123822975 @default.
- W4290779511 cites W3124672250 @default.
- W4290779511 cites W3124692056 @default.
- W4290779511 cites W3124837614 @default.
- W4290779511 cites W3185112528 @default.
- W4290779511 cites W4235826538 @default.
- W4290779511 cites W4376849640 @default.
- W4290779511 doi "https://doi.org/10.1080/1351847x.2022.2098793" @default.
- W4290779511 hasPublicationYear "2022" @default.
- W4290779511 type Work @default.
- W4290779511 citedByCount "0" @default.
- W4290779511 crossrefType "journal-article" @default.
- W4290779511 hasAuthorship W4290779511A5009137053 @default.
- W4290779511 hasAuthorship W4290779511A5044916418 @default.
- W4290779511 hasAuthorship W4290779511A5054079944 @default.
- W4290779511 hasAuthorship W4290779511A5058618028 @default.
- W4290779511 hasConcept C10138342 @default.
- W4290779511 hasConcept C106159729 @default.
- W4290779511 hasConcept C121332964 @default.
- W4290779511 hasConcept C136764020 @default.
- W4290779511 hasConcept C149782125 @default.
- W4290779511 hasConcept C162324750 @default.
- W4290779511 hasConcept C17744445 @default.
- W4290779511 hasConcept C178131030 @default.
- W4290779511 hasConcept C199539241 @default.
- W4290779511 hasConcept C20556612 @default.
- W4290779511 hasConcept C27548731 @default.
- W4290779511 hasConcept C2777382242 @default.
- W4290779511 hasConcept C2779439359 @default.
- W4290779511 hasConcept C2780009758 @default.
- W4290779511 hasConcept C2780837152 @default.
- W4290779511 hasConcept C41008148 @default.
- W4290779511 hasConcept C556758197 @default.
- W4290779511 hasConcept C62520636 @default.
- W4290779511 hasConcept C77088390 @default.
- W4290779511 hasConcept C94625758 @default.
- W4290779511 hasConceptScore W4290779511C10138342 @default.
- W4290779511 hasConceptScore W4290779511C106159729 @default.
- W4290779511 hasConceptScore W4290779511C121332964 @default.
- W4290779511 hasConceptScore W4290779511C136764020 @default.
- W4290779511 hasConceptScore W4290779511C149782125 @default.
- W4290779511 hasConceptScore W4290779511C162324750 @default.
- W4290779511 hasConceptScore W4290779511C17744445 @default.
- W4290779511 hasConceptScore W4290779511C178131030 @default.
- W4290779511 hasConceptScore W4290779511C199539241 @default.
- W4290779511 hasConceptScore W4290779511C20556612 @default.
- W4290779511 hasConceptScore W4290779511C27548731 @default.
- W4290779511 hasConceptScore W4290779511C2777382242 @default.
- W4290779511 hasConceptScore W4290779511C2779439359 @default.
- W4290779511 hasConceptScore W4290779511C2780009758 @default.
- W4290779511 hasConceptScore W4290779511C2780837152 @default.
- W4290779511 hasConceptScore W4290779511C41008148 @default.