Asset pricing when market sentiments regulate asset-returns : evidences from emerging markets
Year of publication: |
2011
|
---|---|
Authors: | Majumder, Debasish |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 9.2011, 1, p. 89-117
|
Subject: | Capital asset pricing model | Arbitrage pricing theory | emerging markets | market sentiments | Efficient market hypothesis | CAPM | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Theorie | Theory | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | Arbitrage Pricing | Arbitrage pricing |
-
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren, (2015)
-
Testing efficiency in small and large financial markets
Dare, Wale, (2017)
-
Arbitrage Bots in Experimental Asset Markets
Angerer, Martin, (2022)
- More ...
-
Inefficient markets and credit risk modeling: Why Merton's model failed
Majumder, Debasish, (2006)
-
Asset pricing for inefficient markets: Evidence from China and India
Majumder, Debasish, (2014)
-
Measuring income risk to promote macro markets
Majumder, Neeta, (2002)
- More ...