Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options

In this paper, we have studied the December call-options contract of SSE 50ETF options to put forward the sentiment composite index of options by means of the principal component analysis and to explore the relationship between such index and the fluctuation taking place in option prices. The empiri...

Descripción completa

Detalles Bibliográficos
Autores principales: Wang, Yang, Zhang, Yinjie, Fu, Yuwei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9259267/
https://www.ncbi.nlm.nih.gov/pubmed/35814599
http://dx.doi.org/10.1155/2022/8992779
_version_ 1784741738703749120
author Wang, Yang
Zhang, Yinjie
Fu, Yuwei
author_facet Wang, Yang
Zhang, Yinjie
Fu, Yuwei
author_sort Wang, Yang
collection PubMed
description In this paper, we have studied the December call-options contract of SSE 50ETF options to put forward the sentiment composite index of options by means of the principal component analysis and to explore the relationship between such index and the fluctuation taking place in option prices. The empirical study has shown that the investor sentiment is correlated with option prices, and option prices prove to be more sensitive to the sentiment, whereas the impact imposed by the sentiment of option investors on option prices is more significant.
format Online
Article
Text
id pubmed-9259267
institution National Center for Biotechnology Information
language English
publishDate 2022
publisher Hindawi
record_format MEDLINE/PubMed
spelling pubmed-92592672022-07-07 Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options Wang, Yang Zhang, Yinjie Fu, Yuwei Comput Intell Neurosci Research Article In this paper, we have studied the December call-options contract of SSE 50ETF options to put forward the sentiment composite index of options by means of the principal component analysis and to explore the relationship between such index and the fluctuation taking place in option prices. The empirical study has shown that the investor sentiment is correlated with option prices, and option prices prove to be more sensitive to the sentiment, whereas the impact imposed by the sentiment of option investors on option prices is more significant. Hindawi 2022-06-29 /pmc/articles/PMC9259267/ /pubmed/35814599 http://dx.doi.org/10.1155/2022/8992779 Text en Copyright © 2022 Yang Wang et al. https://creativecommons.org/licenses/by/4.0/This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
spellingShingle Research Article
Wang, Yang
Zhang, Yinjie
Fu, Yuwei
Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
title Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
title_full Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
title_fullStr Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
title_full_unstemmed Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
title_short Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options
title_sort relationship between investor sentiment and price fluctuation of sse 50etf options
topic Research Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9259267/
https://www.ncbi.nlm.nih.gov/pubmed/35814599
http://dx.doi.org/10.1155/2022/8992779
work_keys_str_mv AT wangyang relationshipbetweeninvestorsentimentandpricefluctuationofsse50etfoptions
AT zhangyinjie relationshipbetweeninvestorsentimentandpricefluctuationofsse50etfoptions
AT fuyuwei relationshipbetweeninvestorsentimentandpricefluctuationofsse50etfoptions

Ejemplares similares