Market- and future-level sentiment and futures returns in Chinese agricultural futures markets
This study examines market and future-level sentiment in the Chinese agricultural futures market, distinguishing between contagious and idiosyncratic sentiment. Our analysis reveals that agricultural future-level sentiment is significantly affected by market-level sentiment and domestic stock market...
| Published in: | Borsa Istanbul Review |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-09-01
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| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845024000498 |