On the public citation graph

Commodity Market Liquidity in Two Days: The Impact of FOMC Announcements

https://doi.org/10.2139/ssrn.4892666
0 signed · 23 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jfineco.2013.03.003openalex-extracted
Limits to arbitrage and hedging: Evidence from commodity markets
inferredcites →https://doi.org/10.1016/j.jfineco.2014.04.005openalex-extracted
Asset pricing: A tale of two days
inferredcites →https://doi.org/10.1016/j.jfineco.2017.08.002openalex-extracted
Intermediary asset pricing: New evidence from many asset classes
inferredcites →https://doi.org/10.1016/j.jfineco.2017.11.002openalex-extracted
Carry
inferredcites →https://doi.org/10.1016/j.jfineco.2021.09.015openalex-extracted
Premium for heightened uncertainty: Explaining pre-announcement market returns
inferredcites →https://doi.org/10.1086/701683openalex-extracted
A Demand System Approach to Asset Pricing
inferredcites →https://doi.org/10.1093/rof/rfu043openalex-extracted
Convective Risk Flows in Commodity Futures Markets
inferredcites →https://doi.org/10.1111/jofi.12021openalex-extracted
Value and Momentum Everywhere
inferredcites →https://doi.org/10.1111/jofi.12196openalex-extracted
The Pre-FOMC Announcement Drift
inferredcites →https://doi.org/10.1111/jofi.12499openalex-extracted
Exchange Rates and Monetary Policy Uncertainty
inferredcites →https://doi.org/10.1111/jofi.12620openalex-extracted
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1111/jofi.12845openalex-extracted
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
inferredcites →https://doi.org/10.1111/jofi.13165openalex-extracted
Commodity Financialization and Information Transmission
inferredcites →https://doi.org/10.1146/annurev-financial-110613-034432openalex-extracted
Financialization of Commodity Markets
inferredcites →https://doi.org/10.1162/rest_a_00978openalex-extracted
Exchange Rate Reconnect
inferredcites →https://doi.org/10.1257/aer.103.2.732openalex-extracted
Intermediary Asset Pricing
inferredcites →https://doi.org/10.1257/aer.20201220openalex-extracted
An Alternative Explanation for the “Fed Information Effect”
inferredcites →https://doi.org/10.1287/mnsc.2017.2840openalex-extracted
Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns
inferredcites →https://doi.org/10.2139/ssrn.4764451openalex-extracted
The Pre-FOMC Drift in Long-Term Treasury Bonds
inferredcites →https://doi.org/10.2307/2118454openalex-extracted
Trading Volume and Serial Correlation in Stock Returns
inferredcites →https://doi.org/10.2469/faj.v68.n6.5openalex-extracted
Index Investment and the Financialization of Commodities
inferredcites →https://doi.org/10.2139/ssrn.1105546openalex-snapshot
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
inferredcites →https://doi.org/10.2139/ssrn.2705818openalex-snapshot
Exchange Rates and Monetary Policy Uncertainty
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.