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...
| 出版年: | Borsa Istanbul Review |
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| 第一著者: | |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
Elsevier
2024-09-01
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| 主題: | |
| オンライン･アクセス: | http://www.sciencedirect.com/science/article/pii/S2214845024000498 |