Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options

Abstract

In this paper, we have studied the December call-options contract of SSE 50ETF options to put forward the sentiment composite index of options by means of the principal component analysis and to explore the relationship between such index and the fluctuation taking place in option prices. The empirical study has shown that the investor sentiment is correlated with option prices, and option prices prove to be more sensitive to the sentiment, whereas the impact imposed by the sentiment of option investors on option prices is more significant.

Retracted: Relationship between Investor Sentiment and Price Fluctuation of SSE 50ETF Options

“…This article has been retracted by Hindawi following an investigation undertaken by the publisher [ 1 ]. This investigation has uncovered evidence of one or more of the following indicators of systematic manipulation of the publication process: Discrepancies in scope Discrepancies in the description of the research reported Discrepancies between the availability of data and the research described Inappropriate citations Incoherent, meaningless and/or irrelevant content included in the article Peer-review manipulation …”