following ones in two commodity markets. Specifically, using daily Gold and Oil price data over the period 01 … contrarian effect for Gold prices respectively. Trading simulations show that these effects can be exploited to generate abnormal …

markets, namely, Gold, Silver, and Platinum. A strong contemporaneous relationship between investor sentiment and market …

The authors investigate multiplicate relationships between investor attention and gold futures return. The Vector Auto … Regression (VAR) estimates demonstrate that investor attention exhibits significant impact on gold futures returns and the effect … past gold return typically has a sizable impact on investor attention with a positive coefficient. Following the findings …