The Effect of Investor Sentiment on Futures Market Returns and Volatility

The Effect of Investor Sentiment on Futures Market Returns and Volatility
Author: Kenneth Steven Lovell
Publisher:
Total Pages: 192
Release: 2013
Genre: Finance
ISBN:


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The Effect of Investor Sentiment on Futures Market Returns and Volatility
Language: en
Pages: 192
Authors: Kenneth Steven Lovell
Categories: Finance
Type: BOOK - Published: 2013 - Publisher:

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Investor Sentiment Effect in European Stock Markets
Language: en
Pages: 86
Authors: Elena Ferrer
Categories: Business & Economics
Type: BOOK - Published: 2017-04-26 - Publisher: Ed. Universidad de Cantabria

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La presente obra se adentra en el estudio del potencial efecto del sentimiento del inversor sobre la valoración de activos, su efecto en los pronósticos de be
Stock Message Boards
Language: en
Pages: 301
Authors: Y. Zhang
Categories: Business & Economics
Type: BOOK - Published: 2014-12-04 - Publisher: Springer

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Stock Message Boards provides empirical data to reveal how online communication not only impacts stock returns, but also volatility, trading volume, and liquidi
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
Market Volatility and Investor Confidence
Language: en
Pages: 396
Authors: New York Stock Exchange. Market Volatility and Investor Confidence Panel
Categories: Program trading (Securities)
Type: BOOK - Published: 1990 - Publisher:

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