𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Investor sentiment, market timing, and futures returns

✍ Scribed by Wang, Changyun


Book ID
120300999
Publisher
Taylor and Francis Group
Year
2003
Tongue
English
Weight
118 KB
Volume
13
Category
Article
ISSN
0960-3107

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πŸ“œ SIMILAR VOLUMES


Investor Sentiment and Return Predictabi
✍ 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

Investor Sentiment and REIT Returns
✍ Crystal Yan Lin; Hamid Rahman; Kenneth Yung πŸ“‚ Article πŸ“… 2008 πŸ› Springer US 🌐 English βš– 334 KB