Commodity futures and momentum trading [electronic resource] : implications for behavioural finance...
Commodity futures and momentum trading [electronic resource] : implications for behavioural finance / by Dan Calder and Barry O'Grady.
About this item
Full title
Author / Creator
Publisher
[Perth, W.A. : School of Economics & Finance], Curtin University of Technology, 2009.
Date
2009.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Perth, W.A. : School of Economics & Finance], Curtin University of Technology, 2009.
Series
Place of Publication
Western Australia
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
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 statistically significant short term (1 to 12 months) moment...
Alternative Titles
Full title
Commodity futures and momentum trading [electronic resource] : implications for behavioural finance / by Dan Calder and Barry O'Grady.
Authors, Artists and Contributors
Author / Creator
Notes
General note
[Working paper series / Curtin University of Technology, School of Economics and Finance], 1035-9450 ; 09.01.
Title from title screen (viewed on October 21, 2010).
"May 2009".
Includes bibliographical references (p. 27-31)
System details note
System requirements: Adobe Acrobat reader to read pdf file....
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VM0Ad2LNll
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VM0Ad2LNll
Other Identifiers
DDC
332.644
MMS ID
991001822929702626
