SSRN Electronic Journal · 2009 · 73 citations · 25 references
AgricultureEconomicsFinanceCommodity MarketsFinancial EconomicsFinancial MarketsCommodity Price ForecastingCommodity SpeculationFutures MarketsMarket AnomaliesMarket RiskMarket SentimentFutures Price ForecastingFutures Price VolatilityFutures SpeculationSpeculationSpeculation EffectsSpeculation In Commodity MarketsSpeculation In Futures MarketsVolatility
25
Noise Trader Risk in Financial Markets
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.4K citations · Full text
Modeling and Forecasting Realized Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold et al. · Econometrica · 2003 · 4K citations
The distribution of realized stock return volatility
Torben G. Andersen · Journal of Financial Economics · 2001 · 2.4K citations
From Efficient Markets Theory to Behavioral Finance
Robert J. Shiller · The Journal of Economic Perspectives · 2003 · 1.8K citations · Full text