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REIT Short Sales and Return Predictability

✍ Scribed by Benjamin M. Blau; Matthew D. Hill; Hao Wang


Publisher
Springer US
Year
2009
Tongue
English
Weight
271 KB
Volume
42
Category
Article
ISSN
0895-5638

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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