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Yiyi Ding
University of Macau
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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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
Shen Zhao
, Yiyi Ding,
Jianfeng Yu
and
Wenjin Kang
University of Macau, University of Macau, Tsinghua University - Tsinghua University School of Economics and Management and Faculty of Business Administration, University of Macau
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Abstract:
Reversal, Trend-chasing, Liquidity provision, Commodity futures, Momentum
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