SSRNLLMs & Text
Investor Sentiment and Futures Market Mispricing
The study reveals that investor sentiment significantly influences futures mispricing, with excessive optimism leading to overvaluation, especially when individual trading is dominant.
Featured in No. 11 on 9 Aug 2023 · 4 days after release · 23 citations today
- Released
- 5 Aug 2023
- First featured
- No. 11 · 9 Aug 2023
- Citations (Semantic Scholar)
- 23
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4532403
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).