Artigo Revisado por pares

Returns to Speculators: Telser versus Keynes

1960; University of Chicago Press; Volume: 68; Issue: 4 Linguagem: Inglês

10.1086/258347

ISSN

1537-534X

Autores

Paul H. Cootner,

Tópico(s)

Market Dynamics and Volatility

Resumo

Previous articleNext article No AccessReturns to Speculators: Telser versus KeynesPaul H. CootnerPaul H. CootnerPDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 68, Number 4Aug., 1960 Article DOIhttps://doi.org/10.1086/258347 Views: 26Total views on this site Citations: 189Citations are reported from Crossref Copyright 1961 The University of ChicagoPDF download Crossref reports the following articles citing this article:Lee A. 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Carter, Cesar Revoredo-Giha The Theory of Normal Backwardation and Financialization of the Futures Markets, (Jun 2022): 391–414.https://doi.org/10.1007/978-3-030-77760-9_16Adrian Fernandez-Perez, Ana-Maria Fuertes, Joelle Miffre The risk premia of energy futures, Energy Economics 102 (Oct 2021): 105460.https://doi.org/10.1016/j.eneco.2021.105460Don Bredin, Conall O'Sullivan, Simon Spencer Forecasting WTI crude oil futures returns: Does the term structure help?, Energy Economics 100 (Aug 2021): 105350.https://doi.org/10.1016/j.eneco.2021.105350Bin Li, Cheng Sun, Yang Zhou The cross section of Chinese commodity futures return, Journal of Management Science and Engineering 6, no.22 (Jun 2021): 146–164.https://doi.org/10.1016/j.jmse.2021.03.001Adam Zaremba, Mateusz Mikutowski, Jan Jakub Szczygielski, Andreas Karathanasopoulos The alpha momentum effect in commodity markets, Energy Economics 93 (Jan 2021): 104421.https://doi.org/10.1016/j.eneco.2019.06.006Hossein Rad, Rand Kwong Yew Low, Joelle Miffre, Robert W. 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