Profitability of return and sentiment-based investment strategies in US futures markets
Walid Bahloul, Abdelfettah Bouri
| Year of publication: |
January 2016
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|---|---|
| Authors: | Bahloul, Walid ; Bouri, Abdelfettah |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 254-270
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| Subject: | Futures markets | Contrarian | Overreaction | Investors sentiment | Anlageverhalten | Behavioural finance | Derivat | Derivative | USA | United States | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Warenbörse | Commodity exchange | Börsenkurs | Share price | Rentabilität | Profitability |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2015.09.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594430