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Palabras clave – provistas por la editorial

forecasting; commodity market; metals; term structure; yield spread; carry cost rate; hedge ratio; conditional hedge ratio; bias adjustments; earnings; announcements; options; informed trading; net buying pressure; volatility; direction; at-the-money; out-of-the-money; deep-out-of-the-money; asset pricing; S&P 500 index; survivor stocks; risk factors; momentum; Bitcoin; cryptocurrencies; outliers; GARCH-jump; time-varying jumps; zero-beta CAPM; return dispersion; expectation-maximization (EM) regression; latent variable; free-boundary problem; pairs trading; stochastic control; trading strategies; transaction costs; transaction regions; finance; economics; event study; clustered event days; cross-sectional correlation; cumulated ranks; rank test; standardized abnormal returns; market index; market factor; multifactors; efficient portfolios; efficient market hypothesis; unit root; spectral analysis; abnormal returns; pricing; market volume; portfolio profitability; Poisson model