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The study of the price of gold futures based on heterogeneous investors' overconfidence

Jiang, Wei; Luan, Pupu; Yang, Chunpeng - In: China Finance Review International 4 (2014) 1, pp. 24-41

Purpose – The purpose of this paper is to research and analyze the price of gold futures based on heterogeneous investors' overconfidence. Design/methodology/approach – This paper divides the traders of gold futures market into two kinds: the speculators and arbitrageurs, and then constructs...

Persistent link: https://www.econbiz.de/10014694739

The study of the price of gold futures based on heterogeneous investors' overconfidence.

Jiang, Wei; Luan, Pupu; Yang, Chunpeng - In: China Finance Review International 4 (2014), pp. 24-41

Purpose– The purpose of this paper is to research and analyze the price of gold futures based on heterogeneous investors' overconfidence. Design/methodology/approach– This paper divides the traders of gold futures market into two kinds: the speculators and arbitrageurs, and then constructs a...

Persistent link: https://www.econbiz.de/10010741350

Economic policy uncertainty dispersion and excess returns : evidence from China

Yang, Jianlei; Yang, Chunpeng; Hu, Xiaoyi - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819427

Investor trading behavior, investor sentiment and asset prices

Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 34 (2015), pp. 42-62

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Yang, Chunpeng; Gao, Bin; Yang, Jianlei - In: Review of derivatives research 19 (2016) 2, pp. 147-164

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Forecasting stock index futures returns with mixed-frequency sentiment

Gao, Bin; Yang, Chunpeng - In: International review of economics & finance : IREF 49 (2017), pp. 69-83

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Beauty contest, bounded rationality, and sentiment pricing dynamics

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The cross-section and time-series effects of individual stock sentiment on stock prices

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