SSRNTrading, Microstructure & Execution
Who Trades Explosive Commodity Prices? Trend Followers, Contrarians, and the End of Price Run-ups
The study tracks commodity traders through explosive price episodes and finds managed money follows trends but stops buying as long-horizon trends strengthen, suggesting extrapolation does not amplify bubbles.
Featured in No. 139 on 13 Nov 2026 · 4 days after release
- Released
- 9 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7681827
- Authors
- Rafael Baptista Palazzi
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).