Microscopic momentum in commodity futures

Robert Bianchi, Michael Drew and John Hua Fan

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: Commodity Futures; Conventional Momentum; Echo; Microscopic Momentum (search for similar items in EconPapers)
JEL-codes: G11 G13 G14 (search for similar items in EconPapers)
Date: 2015-10
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Citations: View citations in EconPapers (2)

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