Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?

C-Tier

Journal: Journal of Futures Markets

Year: 2015

Volume: 35

Issue: 9

Pages: 868-891

Authors (3)

Paresh Kumar Narayan (not in RePEc) Huson Ali Ahmed Seema Narayan

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count