The Asymmetric Impact Of Investor Sentiment On Commodities Returns And Volatility
Download and Read The Asymmetric Impact Of Investor Sentiment On Commodities Returns And Volatility full books in PDF, ePUB, and Kindle. Read online free The Asymmetric Impact Of Investor Sentiment On Commodities Returns And Volatility ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
The Asymmetric Impact of Investor Sentiment on Commodities Returns and Volatility
Author | : Aktham Issa Maghyereh |
Publisher | : |
Total Pages | : 12 |
Release | : 2019 |
Genre | : |
ISBN | : |
Download The Asymmetric Impact of Investor Sentiment on Commodities Returns and Volatility Book in PDF, Epub and Kindle
We investigate the effects of investor sentiment on returns and volatility of eight different commodities. Our findings suggest that sentiment has a predictive power on return and volatility of the commodities. Fundamentally, commodities return and volatility are positively associated with the sentiment. Furthermore, the empirical evidence suggests that the sentiment has a significant asymmetrical impact on volatilities such that negative sentiment has a significantly greater impact on volatility than does positive sentiment.