Pricing stock index futures with sentiments-Reference-Cited by-同舟云学术

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Pricing stock index futures with sentiments

Published:2024-03 Issue: Volume:61 Page:104980
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Xie Yutang^ORCID,Peng Huan,Feng Ting

Publisher

Elsevier BV

Reference16 articles.

1. Investor sentiment in the stock market;Baker;J. Econ. Perspect.,2007

2. Is it all about noise? Investor sentiment and risk nexus: evidence from China;Bouteska;Finance Res. Lett.,2023

3. Cross-market investor sentiment of energy futures and return comovements;Chen;Finance Res. Lett.,2022

4. Forecasting excess returns and abnormal trading volume using investor sentiment: evidence from Chinese stock index futures market;Gao;Emerg. Mark. Finance Trade,2020

5. Manager sentiment and stock returns;Jiang;J. Financ. Econ.,2019

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