Changyun Wang – Investor Sentiment, Market Timing and Futures Returns
$8.00
Changyun Wang – Investor Sentiment, Market Timing and Futures Returns
Product Delivery: You will receive a download link via your order email
Should you have any question, do not hesitate to contact us: [email protected]
Changyun Wang – Investor Sentiment, Market Timing and Futures Returns
Abstract
This study examines whether actual trader position-based sentiment index is useful for predicting returns in the S&P 500 index futures market. The results show that large speculator sentiment is a price continuation indicator, whereas large hedger sentiment is a contrary indicator. Small trader sentiment hardly forecasts future market movements. Moreover, extreme large trader sentiments and the combination of extreme large trader sentiments tend to provide more reliable forecasts. These findings suggest that large speculators possess superior timing ability in the market.
Delivery Method
– After your purchase, you’ll see a View your orders link which goes to the Downloads page. Here, you can download all the files associated with your order.
– Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from IMCourse.net.
– Since it is a digital copy, our suggestion is to download and save it to your hard drive. In case the link is broken for any reason, please contact us and we will resend the new download link.
– If you cannot find the download link, please don’t worry about that. We will update and notify you as soon as possible at 8:00 AM – 8:00 PM (UTC+8).
Thank You For Shopping With Us!
8 reviews for Changyun Wang – Investor Sentiment, Market Timing and Futures Returns
There are no reviews yet.