Futures contract

Field
Subfield
Domain
OpenAlex	C106306483

Smeal faculty

• William Kracaw - score 2.9
• Timothy T. Simin - score 2.5
• Patrick Higgins - score 1.5

Papers

• Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts (1991) - cites 81
• FOMC Communications and the Predictability of Near-Term Policy Decisions (2006) - cites 33
• Expected Commodity Futures Returns (2008) - cites 16
• The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices (2016) - cites 13
• An Empirical Analysis of Commodity Convenience Yields (2020) - cites 13
• Oil Prices: Backward to the Future? (2004) - cites 7
• Financial Institutions and Capital Markets (1994) - cites 3
• A Comment on Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument (1990) - cites 2
• A Comment on Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging (1990) - cites 0