Expectations, fundamentals, and asset returns : evidence from the commodity markets
This Thesis contributes to the study of the links between expectations, fundamentals, and asset returns using the rich empirical setup offered by commodity markets. The three Chapters, constituting this work, analyse empirically how expectations are formed and what are the implications of departures...
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City, University of London
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.742940 |