Effective options trading strategies based on volatility forecasting recruiting investor sentiment
Author:
Funder
National Science Council in Taiwan
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference44 articles.
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3. Investor sentiment and the cross-section of stock returns;Baker;Journal of Finance,2006
4. Investor sentiment in the stock market;Baker;Journal of Economic Perspectives,2007
5. Implied volatility and future portfolio returns;Banerjee;Journal of Banking and Finance,2007
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