Investor sentiment and price discovery : evidence from the pricing dynamics between the futures and spot markets
Year of publication: |
May 2018
|
---|---|
Authors: | Lin, Chu-Bin ; Chou, Robin K. ; Wang, George H. K. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 90.2018, p. 17-31
|
Subject: | Information shares | Investor sentiment | Lead-lag relation | Limits to arbitrage | Price discovery | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Spotmarkt | Spot market | Schätzung | Estimation | Arbitrage |
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