Bulsiewitz, J. Predicted Institutional Trades and the Cross-Section of Returns (2015). SSRN

Commitment of Traders (COT) Reports

  • Sanders, D., Irwin, S. and Merrin, R. The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing? (2008) SSRN
  • Basu, D., Oomen, R. and Stremme, A. How to Time the Commodity Market (2006). SSRN