Market Efficiency and Investor Sentiment: Evidence from the Pricing Dynamics Between Futures and Spot Markets

Market Efficiency and Investor Sentiment: Evidence from the Pricing Dynamics Between Futures and Spot Markets
Author: Chu Bin Lin
Publisher:
Total Pages:
Release: 2015
Genre:
ISBN:


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Market Efficiency and Investor Sentiment: Evidence from the Pricing Dynamics Between Futures and Spot Markets
Language: en
Pages:
Sentiment-Prone Investors and Volatility Dynamics Between Spot and Futures Markets
Language: en
Pages:
Authors: Pilar Corredor
Categories:
Type: BOOK - Published: 2014 - Publisher:

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This paper analyses the role of investor sentiment in the contemporaneous dynamics of spot and futures markets and in volatility spillovers between them. To exp
Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets
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Pages:
Authors: Alexander Kurov
Categories:
Type: BOOK - Published: 2007 - Publisher:

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This paper shows that traders in index futures markets are positive feedback traders - they buy when prices increase and sell when prices decline. Positive feed
Investor Sentiment and Forecasting Ability
Language: en
Pages: 41
Authors: Yang Zhang
Categories:
Type: BOOK - Published: 2017 - Publisher:

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Exploring the information contained in Commodity Futures Trading Commission's (CFTC) Commitments of Traders (COT) reports, this analysis investigates the foreca
Futures Trading, Spot Price Volatility and Market Efficiency
Language: en
Pages:
Authors: Chyi Lin Lee
Categories:
Type: BOOK - Published: 2014 - Publisher:

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In 2007 futures contracts were introduced based upon the listed real estate market in Europe. Following their launch they have received increasing attention fro