The emotional cost-of-carry : Chinese investor sentiment and equity index futures basis
Year of publication: |
2022
|
---|---|
Authors: | Cao, Song ; Li, Ziran ; Koedijk, Kees ; Gao, Xiang |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 12.2022, 3, p. 451-476
|
Subject: | Basis | Cost-of-carry model | Equity index futures | Investor sentiment | Index-Futures | Index futures | Anlageverhalten | Behavioural finance | Emotion | China |
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