Ro Cho

Massey University, College of Business, School of Economics and Finance

PhD Candidate

Private Bag 11-222

Palmerston North, 30974

New Zealand

SCHOLARLY PAPERS

3

DOWNLOADS

198

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Intraday Momentum: Evidence from the Crude Oil Market

Number of pages: 26 Posted: 11 Jul 2019
affiliation not provided to SSRN, Massey University, College of Business, School of Economics and Finance, Lecturer in Accounting and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 87 (292,736)

Abstract:

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intraday momentum, return predictability, crude oil market, market timing strategy

2.

Round Number Effects in Crude Oil Futures Market

Number of pages: 40 Posted: 16 Jul 2018
Massey University, College of Business, School of Economics and Finance, Massey University - College of Business and Massey University - Department of Economics and Finance
Downloads 85 (296,926)

Abstract:

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Round Number Effects, Price Clustering, Buy-Sell Imbalance, Open Outcry Auction, Electronic Trading, Hedger

3.

Downside Uncertainty Shocks in the Oil and Gold Markets

Number of pages: 33 Posted: 08 Aug 2019
Yahua Xu, Ro Cho and Tai-Yong Roh
Central University of Finance and Economics (CUFE) - China Economics and Management Academy, Massey University, College of Business, School of Economics and Finance and Liaoning University
Downloads 26 (492,548)

Abstract:

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Commodity markets; Downside uncertainty shocks; Downside variance risk premiums; Pricing implications