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Determinants of Trader Profits in Futures Markets

https://doi.org/10.2139/ssrn.1781975
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Luck Versus Forecast Ability: Determinants of Trader Performance in Futures Markets
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The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market
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Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
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Equilibrium Forward Curves for Commodities
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Hedging Pressure Effects in Futures Markets
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Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses
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THE TRAJECTORY OF CORPORATE FINANCIAL RISK MANAGEMENT
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The Strategic and Tactical Value of Commodity Futures
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Do Investors Trade Too Much?
inferredcites →https://doi.org/10.2139/ssrn.1107377openalex-extracted
Expected Commodity Futures Returns
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Commodity Index Investing and Commodity Futures Prices
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The ABCs of Hedge Funds: Alphas, Betas, & Costs
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Resurrecting the (C)Capm: A Cross-Sectional Test When Risk Premia Wre Time-Varying
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The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
inferredcites →https://doi.org/10.2139/ssrn.252331openalex-extracted
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Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
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An Empirical Analysis of Commodity Convenience Yields
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The Cross-Section of Commodity Futures Returns
inferredcites →https://doi.org/10.2139/ssrn.94143openalex-extracted
Do Investors Trade Too Much?
inferredcites →https://doi.org/10.2139/ssrn.966692openalex-extracted
Fundamentals, Trader Activity and Derivative Pricing
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On the Behaviour of Commodity Prices
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An Introduction to the Bootstrap.
inferredcites →https://doi.org/10.2307/2676208openalex-extracted
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
inferredcites →https://doi.org/10.2307/2967593openalex-extracted
Speculation and Economic Stability
inferredcites →https://doi.org/10.2307/3665538openalex-extracted
Wharton Survey of Derivatives Usage by U.S. Non-Financial Firms
inferredcites →https://doi.org/10.2469/dig.v34.n4.1581openalex-extracted
Hedge Fund Benchmarks: A Risk-Based Approach
inferredcites →https://doi.org/10.2469/faj.v27.n2.12openalex-extracted
The Only Game in Town
inferredcites →https://doi.org/10.2469/faj.v60.n5.2657openalex-extracted
Hedge Fund Benchmarks: A Risk-Based Approach
inferredcites →https://doi.org/10.2469/faj.v62.n2.4084openalex-extracted
The Strategic and Tactical Value of Commodity Futures
inferredcites →https://doi.org/10.3386/w12015openalex-extracted
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
inferredcites →https://doi.org/10.3386/w13249openalex-extracted
The Fundamentals of Commodity Futures Returns
inferredcites →https://doi.org/10.3386/w16875openalex-extracted
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
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On The Behavior of Commodity Prices
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Hedge Funds, Volatility, and Liquidity Provision in Energy Futures Markets
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Survivorship Bias and Investment Style in the Returns of CTAs
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Hedging, speculation, and shareholder value☆
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The Stationary Bootstrap
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The Specialist's Discretion: Stopped Orders and Price Improvement
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