Work

Trend-following trading strategies in commodity futures: A re-examination

Year: 2009

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2009.08.004

Authors: Andrew C. Szakmary, Qian Shen, Subhash C. Sharma

Institutions: University of Richmond, Alabama Agricultural and Mechanical University, Southern Illinois University Carbondale

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014417912

FWCI: 16.91

Cites: 37

Cited by: 219

Related to: 10