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Publications by R. Brian Balyeat
Futures Trading Activity and Commodity Cash Price Volatility
Journal of Business Finance and Accounting
Accounting
Management
Finance
Business
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Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis
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Volatility and Commodity Price Dynamics
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Factor Structure in Commodity Futures Return and Volatility
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Impact of Single Stock Futures on Feedback Trading, Trading Volume and Volatility: A Modified Approach
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Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach
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The Volatility Effect of Single-Stock Futures Trading on the Pakistani Stock Market
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The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India
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What Can Price Volatility Tell Us About Market Efficiency? Conditional Heteroscedasticity in Historical Commodity Price Series
Cliometrica
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History