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Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums
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- Sanjay Sehgal & Asheesh Pandey, 2012. "Strategic Allocation, Asset Pricing and Prior Return Patterns: Evidence from Indian Commodity Market," Vision, , vol. 16(4), pages 273-281, December.
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Review of Finance, European Finance Association, vol. 17(1), pages 35-105.
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Review of Finance, European Finance Association, vol. 17(1), pages 35-105.
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- Gary Gorton & Fumio Hayashi & K. Rouwenhorst, 2007. "The Fundamentals of Commodity Futures Returns," Yale School of Management Working Papers amz2605, Yale School of Management, revised 01 Oct 2008.
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