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Investor Sentiment, Limits to Arbitrage and Private Market Returns

✍ Scribed by Ling, David C.; Naranjo, Andy; Scheick, Benjamin

Book ID
121734862
Publisher
John Wiley and Sons
Year
2013
Tongue
English
Weight
986 KB
Volume
42
Category
Article
ISSN
1080-8620

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πŸ“œ SIMILAR VOLUMES

Investor Sentiment and Return Predictabi
Investor Sentiment and Return Predictability in Agricultural Futures Markets
✍ Changyun Wang πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 143 KB

## 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