The term structure of sentiment effect in stock index futures market C Yang, B G

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【全文链接或数据库名称(选填)】The term structure of sentiment effect in stock index futures marketC Yang, B Gao - The North American Journal of Economics and Finance, 2014 - Elsevier
Abstract In this paper, we construct stock index futures sentiment and stock index sentiment
at daily, weekly, and monthly frequencies. We empirically study the contribution to stock
index futures returns of the related stock index futures sentiment and stock index ...
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