Sentiment Measures in the Futures Markets
博士 === 國立中央大學 === 財務金融學系 === 105 === This article investigates the extent to which various investor sentiment measures explain the returns in U.S. futures markets where there exist no short-sale restrictions. Consistent with the Miller’s (1977) hypothesis, our empirical results show that the aggrega...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/z5au3d |