Trading strategies : forecasting index futures prices with short-term investor sentiment
Bin Gao, Wen-guang Liang, Zhong-yue Xu, and Jun Xie
| Year of publication: |
2020
|
|---|---|
| Authors: | Gao, Bin ; Liang, Wen-guang ; Xu, Zhong-yue ; Xie, Jun |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 13, p. 3153-3173
|
| Subject: | futures market sentiment | short-term predictive effect | spot market sentiment | the long-term sentiment component | the short-term sentiment component | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Index-Futures | Index futures | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1564656 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312716