Profitability of return and sentiment-based investment strategies in US futures markets
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DOI: 10.1016/j.ribaf.2015.09.007
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- Qiang Ji & Walid Bahloul & Jiang-bo Geng & Rangan Gupta, 2019. "Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment," Working Papers 201930, University of Pretoria, Department of Economics.
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Keywords
Futures markets; Contrarian; Overreaction; Investors sentiment;All these keywords.
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