Granularity: Lessons from CFTC Commodity Futures Position DataIng-Haw Cheng, Andrei Kirilenko, Wei XiongThis chapter is a preliminary draft unless otherwise noted. It may not have been subjected to the formal review process of the NBER. This page will be updated as the chapter is revised.
Chapter in forthcoming NBER book Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors This chapter is not currently available on-line.
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