I thank Arabinda Basistha, Alexei Egorov, Grigori Erenburg, Arnie Cowan (the editor) and two anonymous referees for helpful comments and suggestions. I am also grateful to the staff of the Commodity Futures Trading Commission (CFTC) and the American Association of Individual Investors (AAII) for providing data. This work was supported by a summer research grant from the College of Business and Economics, West Virginia University.
Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets
Article first published online: 25 JAN 2008
2008, The Eastern Finance Association
Volume 43, Issue 1, pages 107–127, February 2008
How to Cite
Kurov, A. (2008), Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets. Financial Review, 43: 107–127. doi: 10.1111/j.1540-6288.2007.00188.x
- Issue published online: 25 JAN 2008
- Article first published online: 25 JAN 2008
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