Commodity futures and momentum trading: implications for behavioural finance
The purpose of this paper is to expand the research on momentum strategies in the securities market. Specifically, it examines the momentum anomaly in respect to the commodity futures market, and closely follows recent work as studied by Miffre and Rallis (2007). This study identifies one statistica...
| Main Authors: | , |
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| Format: | Working Paper |
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School of Economics and Finance, Curtin Business School
2009
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| Online Access: | http://hdl.handle.net/20.500.11937/47003 |