We use a unique, non-public dataset of trader positions in 17 US commodity futures markets
to provide novel evidence on those markets' financialization in the past decade. We then …

We use exogenous scheduling of Wall Street Journal columnists to identify a causal relation
between financial reporting and stock market performance. To measure the media's …

Amidst a sharp rise in commodity investing, many have asked whether commodities
nowadays move in sync with traditional financial assets. Using daily, weekly and monthly …

Les crises financières se sont multipliées depuis quelques années, prenant souvent la
forme de crises «jumelles»(conjugaison de crises bancaires et de crises de change). Elles …

The aim of this study was to compare the performance of the well-known genetic algorithms
and tabu search heuristics with the financial problem of the partial tracking of a stock market …

Investors' perception of performance is biased because the relevant measure, returns, is
rarely displayed. Major indices ignore dividends, thereby underreporting market …

This paper proposes a new investor sentiment indicator that combines the use of principal
component analysis with web searches. This proposal provides economic meaning to the …

In light of the increasing level of correlation and dependence between the crude oil markets
and the external influencing factors in the related financial markets, we propose a new …

Abstract The Jakarta Composite Index (IHSG) movement is indispensable for capital market
investors in their decision-making steps. This study aims at determining the effect of the Dow …

Computational technologies have offered faster and efficient solutions to many diverse
areas including the financial sector. In the financial market, the advancements in …