Jacopo Piana

City University London - Faculty of Finance

Bunhill Row, 106

Department of Finance

London, EC1Y 8TZ

Great Britain

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Scholarly Papers (1)

1.

Expectations, Fundamentals, and Asset Returns: Evidence from the Commodity Markets

Number of pages: 72 Posted: 25 Jun 2016 Last Revised: 18 Oct 2016
Alessandro Beber and Jacopo Piana
Cass Business School and City University London - Faculty of Finance
Downloads 213 (185,624)

Abstract:

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Survey expectations, commodity markets, return predictability, futures, options implied volatility