Residual Risk, Trading Costs, and Commodity Futures Risk Premia:
Data up to Jan 2025
Total Citations Per Year
Abstract
References (33)
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1976 • 304 citations
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1982 • 253 citations
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1981 • 242 citations
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1981 • 235 citations
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1979 • 99 citations
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1988 • 99 citations
An Investigation of Commodity Futures Prices Using the Consumption‐Based Intertemporal Capital Asset Pricing Model
1985 • 90 citations
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1979 • 89 citations
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1979 • 78 citations
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1984 • 56 citations
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1981 • 55 citations
Transaction Costs and the Pricing of Assets
1981 • 10 citations
Performance of Thin Futures Markets: Rice and Sunflower Seed Futures
1984 • 9 citations