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Yiyi Ding

University of Macau

SCHOLARLY PAPERS

1

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517

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Scholarly Papers (1)

1.

Momentum and Reversal on the Short-Term Horizon: Evidence from Commodity Markets

Number of pages: 81 Posted: 26 Mar 2026 Last Revised: 28 Mar 2026
University of Macau, University of Macau, Tsinghua University - Tsinghua University School of Economics and Management and Faculty of Business Administration, University of Macau
Downloads 517 (177,047)

Abstract:

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Reversal, Trend-chasing, Liquidity provision, Commodity futures, Momentum