Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment
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DOI: 10.1016/j.najef.2020.101267
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Cited by:
- Guo, Xiaoping & Fan, Ningyuan & Liu, Zhenchun & Wang, Jianwei, 2024. "Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Ran Lu & Hongjun Zeng, 2022. "VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(2), pages 334-353, September.
- Zhou, Liyun & Chen, Dongqiao & Huang, Jialiang, 2023. "Stock-level sentiment contagion and the cross-section of stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
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Keywords
Excess co-movement; Contagious investor sentiment; Agricultural futures prices; Behavior finance;All these keywords.
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