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The term structure of sentiment effect in stock index futures market · Study

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ArticleThe term structure of sentiment effect in stock index futures market

Chunpeng Yang2014

Article2014

The term structure of sentiment effect in stock index futures market

Chunpeng Yang · Bin Gao

64 citations·0/0 files stored·The North American Journal of Economics and Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2006Investor Sentiment and the Cross‐Section of Stock Returns 2003Overconfidence and Speculative Bubbles 1991Investor Sentiment and the Closed-End Fund Puzzle 2006Retail Investor Sentiment and Return Comovements 2003Investor sentiment and the near-term stock market 1991Investor Sentiment and the Closed‐End Fund Puzzle 2004Market liquidity as a sentiment indicator 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices

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2017Can investor attention predict oil prices?2020Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis 2017Investor Trading Behavior and Sentiment in Futures Markets 2019Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market 2024Dual effects of investor sentiment and uncertainty in financial markets 2019Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis

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2020Intraday sentiment and market returnsarticle · 17 shared references 2017Forecasting stock index futures returns with mixed-frequency sentimentarticle · 16 shared references 2017Investor Trading Behavior and Sentiment in Futures Marketsarticle · 15 shared references 2016Changes in Investors' Market Attention and Near-Term Stock Market Returnsarticle · 15 shared references 2014Cross-border sentiment: an empirical analysis on EU stock marketsarticle · 13 shared references 2025Evolution of investor sentiment: A systematic literature review and bibliometric analysisreview · 12 shared references

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Year2014

Typearticle

Published2014-09-26

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations64

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.najef.2014.09.001

openalex_workW2054053214

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2021Stock Market’s responses to intraday investor sentiment

2017Forecasting stock index futures returns with mixed-frequency sentiment