Investor sentiment and return predictability in agricultural futures markets
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- Changyun Wang, 2001. "Investor Sentiment and Return Predictability in Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(10), pages 929-952, October.
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More about this item
KeywordsInvestor sentiment; agricultural futures markets; return predictability;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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