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Cogent Economics & Finance Volume 5, 2017 - Issue 1
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Research Article

Time-series and cross-sectional momentum and contrarian strategies within the commodity futures markets

Enrique Benavides RosalesEssex Business School, University of Essex, Colchester, UKCorrespondence[email protected]
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David McMillanUniversity of Stirling, UKView further author information
(Reviewing Editor)
Article: 1339772 | Received 17 Apr 2017, Accepted 02 Jun 2017, Published online: 16 Jun 2017

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