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Investor sentiment and futures market mispricing · Study

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ArticleInvestor sentiment and futures market mispricing

Doojin Ryu2023

OA

Articlegreen2023

Investor sentiment and futures market mispricing

Doojin Ryu · Doowon Ryu · Heejin Yang

24 citations·0/0 files stored·Finance research letters

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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 2011The short of it: Investor sentiment and anomalies 2016Mispricing Factors 2012What does futures market interest tell us about the macroeconomy and asset prices?2007Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis 2008Informed trading in the index option market: The case of KOSPI 200 options 2018Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach 2021Who Profits From Trading Options?

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Details

Year2023

Typearticle

Published2023-10-04

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2023.104559

openalex_workW4387327880

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