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Trade Flows and Retail Investor Impacts in Commodity Futures Markets

https://doi.org/10.2139/ssrn.3164757
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34/34 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

18 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 34 checked references that resolve
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Limits to arbitrage and hedging: Evidence from commodity markets
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A Theory of Intraday Patterns: Volume and Price Variability
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The Role of Financial Speculation in Driving the Price of Crude Oil
resolves10.1287/mnsc.2019.3445
The Financialization of Storable Commodities
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A Model of Financialization of Commodities
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Liquidity, resiliency and market quality around predictable trades: Theory and evidence
resolves10.1016/j.jcomm.2018.05.005
An update on speculation and financialization in commodity markets
resolves10.3386/w23766
Financialization in Commodity Markets
resolves10.1093/rof/rfu043
Convective Risk Flows in Commodity Futures Markets
resolves10.1146/annurev-financial-110613-034432
Financialization of Commodity Markets
resolves10.1016/j.eneco.2014.09.012
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resolves10.1086/324391
Order Flow and Exchange Rate Dynamics
resolves10.1086/260061
Risk, Return, and Equilibrium: Empirical Tests
resolves10.5547/01956574.34.3.2
The Role of Speculation in Oil Markets: What Have We Learned So Far?
resolves10.1002/fut.21633
Noisy Inventory Announcements and Energy Prices
resolves10.1016/j.jimonfin.2013.08.003
Risk premia in crude oil futures prices
resolves10.1093/rfs/4.3.571
The Summary Informativeness of Stock Trades: An Econometric Analysis
resolves10.1016/j.jfineco.2014.08.001
Price pressures
resolves10.1093/aepp/ppq032
Index Funds, Financialization, and Commodity Futures Markets
resolves10.1016/j.eneco.2011.10.008
Testing the Masters Hypothesis in commodity futures markets
resolves10.1111/jofi.12845
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
resolves10.1111/j.1540-6261.2008.01316.x
Individual Investor Trading and Stock Returns
resolves10.2307/1913210
Continuous Auctions and Insider Trading
resolves10.1111/j.1540-6261.1991.tb02683.x
Inferring Trade Direction from Intraday Data
resolves10.1093/rfs/hhr075
Commodity Liquidity Measurement and Transaction Costs
resolves10.1016/j.jfineco.2015.01.003
High frequency market microstructure
resolves10.2139/ssrn.3068248
The Third Dimension of Financialization: Electronification, Intraday Institutional Trading, and Commodity Market Quality
resolves10.1086/295444
The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices
resolves10.1016/j.intfin.2012.11.007
Financialization, crisis and commodity correlation dynamics
resolves10.1287/mnsc.2013.1756
Investor Flows and the 2008 Boom/Bust in Oil Prices
resolves10.1111/jofi.12261
Informational Frictions and Commodity Markets
resolves10.1111/j.1540-6261.1978.tb02053.x
THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS
resolves10.2469/faj.v68.n6.5
Index Investment and the Financialization of Commodities
resolves10.1016/j.jfineco.2016.01.018
Discerning information from trade data
The 18 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedDoes paper oil matter? Energy markets' financialization and equity-commodity co-movements
no DOI — not checkedref13
no DOI — not checkedBrokers vs. retail investors: Conflicting interests and dominated products
no DOI — not checkedCommodity financialization and information transmission
no DOI — not checkedOn the impossibility of informationally efficient markets
no DOI — not checkedref23
no DOI — not checkedref26
no DOI — not checkedref27
no DOI — not checkedLimits to arbitrage and commodity index investment: front-running the Goldman roll
no DOI — not checkedLiquidity Timing in Commodity Markets and the Impact of Financialization
no DOI — not checkedref39
no DOI — not checkedCommodity index investing and commodity futures prices
no DOI — not checkedSunshine vs. predatory trading effects in commodity futures markets: New evidence from index rebalancing
no DOI — not checkedref48
no DOI — not checkedref52
no DOI — not checkedref55
no DOI — not checkedref56
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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