References
- Bessembinder, H. 2018. “The ‘Roll Yield’ Myth.” Financial Analysts Journal 74: 41–53. doi:10.2469/faj.v74.n2.5.
- Bessembinder, H., A. Carrion, L. Tuttle, and K. Venkataraman. 2016. “Liquidity, Resiliency and Market Quality around Predictable Trades: Theory and Evidence.” Journal of Financial Economics 121 (1): 142–166. doi:10.1016/j.jfineco.2016.02.011.
- Irwin, S. H., D. R. Sanders, A. Smith, and S. Main. 2020. “Returns to Investing in Commodity Futures: Separating the Wheat from the Chaff.” Applied Economic Perspectives and Policy 42: 583–610. doi:10.1002/aepp.13049.
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