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Using search volume on Baidu Index as the proxy for investors’ attention, we investigate the dynamic nonlinear relationship between investors’ attention and CSI300 index futures market. Multifracta... Click to show full abstract
Using search volume on Baidu Index as the proxy for investors’ attention, we investigate the dynamic nonlinear relationship between investors’ attention and CSI300 index futures market. Multifracta...
Keywords:
attention csi300;
index futures;
investors attention;
csi300 index;
index
Journal Title: Fluctuation and Noise Letters
Year Published: 2019
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Journal Title: Fluctuation and Noise Letters
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!