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Quantitative Finance Volume 17, 2017 - Issue 11
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Research Papers

Factor pricing in commodity futures and the role of liquidity

Terence Tai-Leung ChongDepartment of Economics and Lau Chor Tak Institute of Global Economics and Finance, The Chinese University of Hong Kong, Shatin, Hong KongCorrespondence[email protected]
,
Sunny Chun TsuiDepartment of Economics, The Chinese University of Hong Kong, Shatin, Hong Kong
&
Wing Hong ChanLazaridis School of Business & Economics, Wilfrid Laurier University, Waterloo, Canada
Pages 1745-1757 | Received 16 Oct 2015, Accepted 24 Feb 2017, Published online: 18 Jul 2017

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