Forecasting Excess Returns and Abnormal Trading Volume using Investor Sentiment: Evidence from Chinese Stock Index Futures Market
Author:
Affiliation:
1. School of Business, Guangxi University for Nationalities, Nanning, China
2. School of Economics, Qingdao University, Qingdao, China
3. School of Business, Guangxi University, Guangxi, China
Funder
Chinese Ministry of Education Humanities and Social Sciences Project
the National Social Science Fund of China
the Natural Science Foundation of Shandong Province of China
the Basic Ability Promotion Funds for the Youth Scholar of Guangxi Province of China
the Natural Science Foundation of Guangxi Province of China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2018.1564655
Reference37 articles.
1. Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil
2. Market liquidity as a sentiment indicator
3. Investor Sentiment and the Cross-Section of Stock Returns
4. Investor sentiment and the near-term stock market
5. Investor Sentiment and Stock Returns: Evidence from Turkey
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