Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets
By Alexander Kurov. 2008
158 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9a444fa20e029de3d8f3f13a33d4f2ab8b997bd7
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- P. Muzindutsi
- Rataporn Deesomsak
- Lorraine Rupande
- Hilary Tinotenda Muguto
- Dimitrios Koutmos
- Frankie Chau
In Finance
- P. Muzindutsi
- Rataporn Deesomsak
- Lorraine Rupande
- Hilary Tinotenda Muguto
- Dimitrios Koutmos
- Frankie Chau
Citations in the corpus
- Does investor sentiment really matter (2016, methodology): “Following Wang et al. (2006) and Kurov (2008), we compute an investor sentiment index as a ratio of the percentage of bullish investors to the percentage bearish investors.”
- Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange (2019, result): “This finding is consistent with earlier findings by Kurov (2008) and Chau, Deesomsak, and Lau (2011) that the intensity of positive feedback trading was linked to the prevailing sentiment, consistent with the notion that feedback trading is driven by expectations of noise traders on the U.S. market.”