Resources Policy · 2021 · 63 citations · 39 references
AgricultureEconomicsFinanceCommodity MarketsFinancial EconomicsFinancial MarketsCommodity DerivativesCommodity Price DynamicsCommodity Price RiskCommodity Price Risk ManagementCommodity SpeculationMarket RiskCommodity Market LiquidityCommodity Market MicrostructureCommodity Market VolatilityCommodity Price Risk ModelingSpeculation In Commodity Markets
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Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations
Market Liquidity and Trading Activity
Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam · The Journal of Finance · 2001 · 1.5K citations
Liquidity and stock returns: An alternative test
Vinay Datar, Narayan Y. Naik, Robert C. Radcliffe · Journal of Financial Markets · 1998 · 1.4K citations
Index Investment and the Financialization of Commodities
Ke Tang, Wei Xiong · Financial Analysts Journal · 2012 · 1.3K citations