Download or read book The Asymmetric Impact of Investor Sentiment on Commodities Returns and Volatility written by Aktham Issa Maghyereh and published by . This book was released on 2019 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt: We investigate the effects of investor sentiment on returns and volatility of eight different commodities. Our findings suggest that sentiment has a predictive power on return and volatility of the commodities. Fundamentally, commodities return and volatility are positively associated with the sentiment. Furthermore, the empirical evidence suggests that the sentiment has a significant asymmetrical impact on volatilities such that negative sentiment has a significantly greater impact on volatility than does positive sentiment.