---
title: Investor Sentiment and Futures Market Mispricing
url: https://www.ml-quant.com/papers/ssrn/4532403/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4532403
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4532403
featured: 2023-08-09
citations: 23
topic: LLMs & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4532403
- Identifier: SSRN 4532403
- Released: 2023-08-05
- First featured: Quant Letter No. 11 (2023-08-09): https://www.ml-quant.com/issues/2023-08-09/
- Citations (Semantic Scholar): 23
- Published in: not yet
- Topic: LLMs & Text

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