Asset valuation impact of investor sentiment : a revised Fama-French five-factor model
Abderrazak Dhaoui, Nesrine Bensalah
| Year of publication: |
January 2017
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|---|---|
| Authors: | Dhaoui, Abderrazak ; Bensalah, Nesrine |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 1, p. 16-28
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| Subject: | asset valuation | Fama and French five-factor model | investor sentiment | CAPM | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Kapitalanlage | Financial investment | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0027-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592756