La presente obra se adentra en el estudio del potencial efecto del sentimiento del inversor sobre la valoración de activos, su efecto en los pronósticos de be

Stock Message Boards provides empirical data to reveal how online communication not only impacts stock returns, but also volatility, trading volume, and liquidi

This paper analyses the role of investor sentiment in the contemporaneous dynamics of spot and futures markets and in volatility spillovers between them. To exp