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Sensitivity of trading intensity to optimistic and pessimistic beliefs Evidence from the

This is a research report on Sensitivity of trading intensity to optimistic and pessimistic beliefs Evidence from the  uploaded by Jasmine Pvk in category: All Documents »  Finance »  International Trade section of our research repository.
880 views, 0 comments, Last Update: Feb 9, 2016.
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Tags: MARKET TREND , Fuzzy logic , Trading intensity , Animal spirits
Description:
In this paper, we will offer some evidence indicating that investor sentiment plays a central role in
explaining trading intensity and market trend changes. Based on both econometric and fuzzy logic
approaches, the empirical findings show that pessimistic sentiment has a particularly significant impact on
the French financial market trend. Moreover, the results suggest that the impact of pessimism on asset
returns exceeds that of optimism as a direct indicator of investor’s beliefs. Indirect indicators of agent
sentiment present more smoothed effects on these two market components. Our results indicate that
incorporating psychological factors in macro-financial models leads to better supervision and control of
the main drivers of the markets.



 

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