Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test

Finance Research Letters ◽

10.1016/j.frl.2016.11.017 ◽

2017 ◽

Vol 21 ◽

pp. 126-131 ◽

Author(s):

Vassilios Babalos ◽

Mehmet Balcilar

Keyword(s):

Institutional Trading ◽

Commodities Prices

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Commodities Prices Modeling Using Gaussian Poisson-Exponential Stochastic Processes, a Practical Implementation in the Case of Copper. Presented at ECMS 2009

SSRN Electronic Journal ◽

10.2139/ssrn.1194162 ◽

2009 ◽

Author(s):

Mariano Mendez ◽

Prosper Lamothe Fernandez

Keyword(s):

Stochastic Processes ◽

Practical Implementation ◽

Commodities Prices

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Market Crashes and Institutional Trading

SSRN Electronic Journal ◽

10.2139/ssrn.1524845 ◽

2011 ◽

Author(s):

Amber Anand ◽

Andy Puckett ◽

Paul J. Irvine ◽

Kumar Venkataraman

Keyword(s):

Institutional Trading ◽

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Institutional Trading Strategies and Contagion around the Financial Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.2143803 ◽

2012 ◽

Author(s):

V. Ravi Anshuman ◽

Rajesh Chakrabarti ◽

Kiran Kumar

Keyword(s):

Financial Crisis ◽

Trading Strategies ◽

Institutional Trading

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Market Efficiency and Foreign Institutional Trading: Evidence from Taiwan Futures Market

SSRN Electronic Journal ◽

10.2139/ssrn.2132538 ◽

2012 ◽

Author(s):

Robin K. Chou ◽

Keng-Yu Ho ◽

Pei-Shih (Pace) Weng

Keyword(s):

Market Efficiency ◽

Futures Market ◽

Institutional Trading

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Does Foreign Institutional Trading Facilitate Stock Liquidity? Evidence from Taiwan Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2243040 ◽

2013 ◽

Author(s):

Fu-Lai Lin ◽

Yu-Fen Chen

Keyword(s):

Stock Market ◽

Institutional Trading ◽

Stock Liquidity

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Chinese Institutional Trading, Stock Returns and Earnings Announcements

SSRN Electronic Journal ◽

10.2139/ssrn.2386498 ◽

2014 ◽

Author(s):

Zhijuan Chen ◽

Changfeng Ma

Keyword(s):

Stock Returns ◽

Earnings Announcements ◽

Institutional Trading

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Once Lucky, Always Lucky? Institutional Trading in a Connected World

SSRN Electronic Journal ◽

10.2139/ssrn.2513688 ◽

2014 ◽

Author(s):

Wenli Huang ◽

Hai Lu ◽

Xiaolu Wang

Keyword(s):

Institutional Trading

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Institutional Trading, Trading Volume, and Spread

SSRN Electronic Journal ◽

10.2139/ssrn.256104 ◽

2001 ◽

Author(s):

Malay Dey ◽

B. (Radha) Radhakrishna

Keyword(s):

Trading Volume ◽

Institutional Trading

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Institutional Trading Around M&A Announcements

SSRN Electronic Journal ◽

10.2139/ssrn.3297800 ◽

2018 ◽

Author(s):

Eliezer M. Fich ◽

Viktoriya Lantushenko ◽

Clemens Sialm

Keyword(s):

Institutional Trading

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Institutional Trading and the Turn-of-the-Year Effect

SSRN Electronic Journal ◽

10.2139/ssrn.412183 ◽

2003 ◽

Author(s):

Lilian K. Ng ◽

Qinghai Wang

Keyword(s):

Institutional Trading ◽

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