Dynamic Cross-Correlations between Investors’ Attention and CSI300 Index Futures
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DOI: 10.1142/s0219477519500226
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... read more here.
Keywords: attention csi300; index futures; investors attention; csi300 index ... See more keywords