An empirical study of the sentiment capital asset pricing model
Soroush Ghazi, Mark Schneider
| Year of publication: |
February 18, 2020
|
|---|---|
| Authors: | Ghazi, Soroush ; Schneider, Mark |
| Publisher: |
[Orange, CA] : Chapman University, Economic Science Institute |
| Subject: | Sentiment | Prospect Theory | Equity Premium Puzzle | Pricing Kernel Puzzle | Sentiment Indexes | Kapitalmarkttheorie | Financial economics | Börsenkurs | Share price | USA | United States | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle |
| Extent: | 1 Online-Ressource (circa 59 Seiten) Illustrationen |
|---|---|
| Series: | ESI working papers. - Orange, Calif., ZDB-ID 2729957-0. - Vol. 20, 08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012209308