Returns to Speculators and the Theory of Normal Backwardation

Nonparametrics: Statistical Methods Based on Ranks

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The pricing of commodity contracts

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Proof that Properly Anticipated Prices Fluctuate Randomly

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A Treatise on Money

1930 • 1,747 citations

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

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Nonparametrics: Statistical Methods Based on Ranks.

1978 • 632 citations

Futures Trading and the Storage of Cotton and Wheat

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On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

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Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums

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On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts

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Returns to Speculators: Telser versus Keynes

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Efficient Asset Portfolios and the Theory of Normal Backwardation

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Can Speculators Forecast Prices?

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The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty

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Normal Backwardation, Forecasting, and the Returns to Commodity Futures Traders

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Returns to Speculators: Reply

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Investment Management: Theory and Application

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Returns to Speculators: Rejoinder

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