Does investor attention matter? The attention-return relation in gold futures market
Year of publication: |
2017
|
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Authors: | Han, Liyan ; Xu, Yang ; Yin, Libo |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | gold futures return | investor attention | link to futures basis | economic value |
Series: | Economics Discussion Papers ; 2017-37 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 890955425 [GVK] hdl:10419/162578 [Handle] RePEc:zbw:ifwedp:201737 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: |
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