价格联动文献20篇 - 经管之家

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价格联动文献20篇

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收藏 2013-07-22

20. Futures trading and the excess co-movement of commodity prices. (Pen-Sevi, 2009).pdf
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19.primary commodity prices, comovement, common factors and fundamentals.pdf
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18.Lee--Shleifer--Thaler (1990)Investor sentiment and the closed-end fund puzzle.pdf
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17.Inventories and progration of sectoral shocks.pdf
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16.Information markets and the comovement of asset prices.pdf
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15.Hardouvelis-Porta-Wizman(1994)---What moves the discount on country equity funds.pdf
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14.Greenwood--Sosner(2002)Trading patterns and excess comovement .pdf
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13.Excess comovement of stock returns--evidence from cross-sectional variation i.pdf
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12.Transmission of world commodity prices to domestic commodity prices in India .pdf
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11.Bodurtha--Kim-Lee(1995)Closed-end country funds and U.S. market sentiment.pdf
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10.A measure of comovement for economic variables--theory and .pdf
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9.Domowitz-Hansch-Wang(2005)Liquidity commonality and return co-movement.pdf
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8.complementarities and comovements.pdf
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7.The excess comovement of commodity prices reconsidered.pdf
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6.Froot--Dabora (1999)-How are stock prices affected by the location of trade？.pdf
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5.Cashin--McDermott--Scott (1999)The myth of comoving commodity prices.pdf
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4.S&P 500 trading strategies and stock betas.pdf
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3.on the comovement of commodity prices.pdf
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2.Pindyck--Rotemberg (1990)The excess comovement of commodity prices.pdf
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1.comovement.pdf
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