Sentiment and Futures Returns in Chinese Agricultural Futures Markets

This study investigates the sentiment effect in the Chinese agricultural futures market by constructing market-level and future-level futures sentiment indices. First, our findings reveal that sentiment in futures and the domestic stock market has a significant and positive impact on future-level se...

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Bibliographic Details
Main Authors: Yuan Li, Fang Liu, Wei He
Format: Article
Language:English
Published: SAGE Publishing 2025-04-01
Series:SAGE Open
Online Access:https://doi.org/10.1177/21582440251335708
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