Testing Overreaction and Under-reaction in the Commodity Futures Market

Testing Overreaction and Under-reaction in the Commodity Futures Market

Results from previous studies testing for under-reaction and overreaction in the commodity futures market are mixed and inconclusive. Using a data of more than 20 categories of future contacts ranging from agricultural, metal and energy, we have found significant evidence of under-reaction in food a...

Full description

Saved in:
Bibliographic Details
Main Author: DAI, Jingyu
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
commodity futures
overreaction
under-reaction
agriculture
private information
behavioural finance
Agribusiness
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/etd_coll/89
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1085&context=etd_coll
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/89
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1085&context=etd_coll

Similar Items