Forecasting Excess Returns and Abnormal Trading Volume using Investor Sentiment: Evidence from Chinese Stock Index Futures Market
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DOI: 10.1080/1540496x.2018.1564655
Abstract: ABSTRACT We examine the ability of investor sentiment to forecast excess returns and abnormal trading volumes in Chinese stock index futures market. Based on prior research on investor sentiment, we expect investor sentiment to forecast… read more here.
Keywords: sentiment; returns abnormal; excess returns; abnormal trading ... See more keywords