The term structure of sentiment effect in stock index futures market
Year of publication: |
2014
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Authors: | Yang, Chunpeng ; Gao, Bin |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 30.2014, p. 171-182
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Subject: | The term structure of sentiment effect | Stock index futures sentiment | Stock index sentiment | Sentiment aggregate effect | Sentiment spillover effect | Index-Futures | Index futures | Anlageverhalten | Behavioural finance | Zinsstruktur | Yield curve | Aktienindex | Stock index | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Emotion |
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