Impact of Investor Sentiments on Future Trading

作者: Sidra Saeed , Basheer Ahmad , Usman Ali Warraich

DOI: 10.46745/ILMA.JBS.2014.10.02.02

关键词:

摘要: Purpose: This study bridges the gap between future trading prospects and information required to mold investors’ sentiments so s/he could devise better strategies. Methodology/Sampling: takes all companies which trade futures on KSE. used monthly data of trading, stock return, turnover, high-low ratio realized volatility. The is taken from January 2008 December 2012 test investor impact trading. Companies’ retrieved official website thirty-eight companies’ in this study. Findings: contrivance relationship with appraised main difference previous discourse that we construct model employ sentiments. Practical Implications: verdict holds important useful implications particularly as consideration presence Pakistan. Keywords: Volatility, Stock Investor Sentiments. JEL Classification: D 920, E 220, F 210

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