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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

Investor sentiment, extrapolation and asset pricing

Wu, Huihui; Yang, Chunpeng - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 182-205

Persistent link: https://www.econbiz.de/10013532000

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

Sentiment capital asset cognitive price and empirical evidence from China's stock market

Yan, Wei; Yang, Chunpeng; Xie, Jun - In: Quantitative financial risk management, (pp. 87-93). 2011

Persistent link: https://www.econbiz.de/10009301438

Sentiment approach to negative expected return in the stock market

Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34

Persistent link: https://www.econbiz.de/10010258585

Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking

Xie, Jun; Yang, Chunpeng - In: Economic modelling 35 (2013), pp. 682-688

Persistent link: https://www.econbiz.de/10010336678

Investor sentiment, information and asset pricing model

Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442

Persistent link: https://www.econbiz.de/10010336779

Dynamic asset pricing model with heterogeneous sentiments

Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 33 (2013), pp. 248-253

Persistent link: https://www.econbiz.de/10010192963

Sentiment asset pricing model with consumption

Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467

Persistent link: https://www.econbiz.de/10009708902

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