Cargando…
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...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi
2022
|
| Materias: | |
| 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 |