Returns to Speculators: Rejoinder
1960; University of Chicago Press; Volume: 68; Issue: 4 Linguagem: Inglês
10.1086/258349
ISSN1537-534X
Autores Tópico(s)Economic theories and models
ResumoPrevious articleNext article No AccessReturns to Speculators: RejoinderPaul H. CootnerPaul H. Cootner Search for more articles by this author PDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 68, Number 4Aug., 1960 Article DOIhttps://doi.org/10.1086/258349 Views: 6Total views on this site Citations: 14Citations are reported from Crossref Copyright 1961 The University of ChicagoPDF download Crossref reports the following articles citing this article:Maria Cristina Marcuzzo, Eleonora Sanfilippo Keynes as a Trader in Commodity Futures, (Feb 2022): 61–81.https://doi.org/10.1007/978-3-030-86753-9_4Mustapha Akintona Peter Drucker Approach: Economic Growth and Transnational Economy of Kingdom of Saudi Arabia, SSRN Electronic Journal (Jan 2017).https://doi.org/10.2139/ssrn.2968193Mehmet Balcilar, Hasan Gungor, Shawkat Hammoudeh The time-varying causality between spot and futures crude oil prices: A regime switching approach, International Review of Economics & Finance 40 (Nov 2015): 51–71.https://doi.org/10.1016/j.iref.2015.02.008Paul A. Samuelson Rational Theory of Warrant Pricing, (Jan 2015): 195–232.https://doi.org/10.1007/978-3-319-22237-0_11Robert A. Jarrow Convenience yields, Review of Derivatives Research 13, no.11 (Aug 2009): 25–43.https://doi.org/10.1007/s11147-009-9042-5Jeffrey C. Williams Chapter 13 Commodity futures and options, (Jan 2001): 745–816.https://doi.org/10.1016/S1574-0072(01)10021-6Gopal Naik, Raymond M. Leuthold A Note on the Factors Affecting Corn Basis Relationships, Journal of Agricultural and Applied Economics 23, no.11 (Feb 2017): 147–153.https://doi.org/10.1017/S0081305200017921 Michael L. Hartzmark Returns to Individual Traders of Futures: Aggregate Results, Journal of Political Economy 95, no.66 (Oct 2015): 1292–1306.https://doi.org/10.1086/261516Jacky C. So Commodity futures risk premium and unstable systematic risk, Journal of Futures Markets 7, no.33 (Jun 1987): 311–326.https://doi.org/10.1002/fut.3990070307ERIC C. CHANG Returns to Speculators and the Theory of Normal Backwardation, The Journal of Finance 40, no.11 (Apr 2012): 193–208.https://doi.org/10.1111/j.1540-6261.1985.tb04944.xALEXANDER H. SARRIS SPECULATIVE STORAGE, FUTURES MARKETS, AND THE STABILITY OF COMMODITY PRICES, Economic Inquiry 22, no.11 (Jan 1984): 80–97.https://doi.org/10.1111/j.1465-7295.1984.tb00668.xDAVID A. HSIEH, NALIN KULATILAKA Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange, The Journal of Finance 37, no.55 (Apr 2012): 1199–1207.https://doi.org/10.1111/j.1540-6261.1982.tb03612.xFischer Black The pricing of commodity contracts, Journal of Financial Economics 3, no.1-21-2 (Jan 1976): 167–179.https://doi.org/10.1016/0304-405X(76)90024-6 Nicholas W. Schrock The Theory of Asset Choice: Simultaneous Holding of Short and Long Positions in the Futures Market, Journal of Political Economy 79, no.22 (Oct 2015): 270–293.https://doi.org/10.1086/259743
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