Trading strategies : forecasting index futures prices with short-term investor sentiment
Bin Gao, Wen-guang Liang, Zhong-yue Xu, and Jun Xie
| Year of publication: |
2020
|
|---|---|
| Authors: | Gao, Bin ; Liang, Wen-guang ; Xu, Zhong-yue ; Xie, Jun |
| Subject: | futures market sentiment | short-term predictive effect | spot market sentiment | the long-term sentiment component | the short-term sentiment component | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | Volatilität | Volatility | Spotmarkt | Spot market | Theorie | Theory | Derivat | Derivative | Rohstoffderivat | Commodity derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1564656 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312716