## Abstract This study examines the usefulness of traderβpositionβbased 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, Trading Behavior and Informational Efficiency in Index Futures Markets
β Scribed by Alexander Kurov
- Book ID
- 109178255
- Publisher
- John Wiley and Sons
- Year
- 2008
- Tongue
- English
- Weight
- 532 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0732-8516
No coin nor oath required. For personal study only.
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