Investor sentiment and the cross-section of stock returns : new theory and evidence
Year of publication: |
2019
|
---|---|
Authors: | Ding, Wenjie ; Mazouz, Khelifa ; Wang, Qingwei |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 53.2019, 2, p. 493-525
|
Subject: | Investor sentiment | Predictive return | Noise trader risk | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Noise Trading | Noise trading | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | CAPM | Theorie | Theory |
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