Keywords: Commodity futures
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Journal Articles
Review of Behavioral Finance (2020) 12 (4): 375–409.
Published: 23 April 2020
...Hanxiong Zhang; Andrew Urquhart Purpose Motivated by the debate on the patterns and sources of commodity futures returns, this paper investigates the performance of three investment trading strategies, namely, the momentum strategy of Jegadeesh and Titman (1993), the 52-week high momentum strategy...

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