Asset pricing with investor sentiment : on the use of investor group behavior to forecast ASEAN markets
Year of publication: |
December 2017
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Authors: | French, Jordan |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 124-148
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Subject: | Investor group sentiment | Anomalies | Arbitrage pricing theory | Trading behavior | Net cash flows | R code | Theorie | Theory | Anlageverhalten | Behavioural finance | CAPM | Cash Flow | Cash flow | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
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