Profitability of return and sentiment-based investment strategies in US futures markets
Year of publication: |
January 2016
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Authors: | Bahloul, Walid ; Bouri, Abdelfettah |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 254-270
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Subject: | Futures markets | Contrarian | Overreaction | Investors sentiment | USA | United States | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Derivat | Derivative | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
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