✦ LIBER ✦

Investor attention, psychological anchors, and stock return predictability

✍ Scribed by Jun Li; Jianfeng Yu

Book ID: 113711388
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 411 KB
Volume: 104
Category: Article
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2011.04.003

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## Abstract This study examines the usefulness of trader‐position‐based sentiment index for forecasting future prices in six major agricultural futures markets. It has been found that large speculator sentiment forecasts price continuations. In contrast, large hedger sentiment predicts price revers