SSRN Electronic Journal · 2011 · 355 citations · 79 references
AgricultureEconomicsFinanceCommodity MarketsFinancial EconomicsFinancial MarketsCommodity Price DynamicsCommodity SpeculationFutures MarketsHedge FundsMarket RiskOil EconomicsCrude Oil MarketsCrude Oil PricingFutures-spot RelationshipHedge Fund Investor FlowsOil Futures MarketsOil PricesSpeculation In Futures MarketsTerm Structure Effects
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Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
Information Uncertainty and Stock Returns
Frank Zhang · The Journal of Finance · 2006 · 1.9K citations · Full text