Cite
HARVARD Citation
Gao, B. et al. (2020). Forecasting Excess Returns and Abnormal Trading Volume using Investor Sentiment: Evidence from Chinese Stock Index Futures Market. Emerging markets finance & trade. 56 (3), pp. 593-612. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Gao, B. et al. (2020). Forecasting Excess Returns and Abnormal Trading Volume using Investor Sentiment: Evidence from Chinese Stock Index Futures Market. Emerging markets finance & trade. 56 (3), pp. 593-612. [Online].