Asymmetric effect of FEARS sentiment on stock returns : short-sale constraints, limits to arbitrage, and behavioural biases
Garima Goel, Saumya Ranjan Dash, Robert Brooks, and Sowmya Subramaniam
| Year of publication: |
2022
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| Authors: | Goel, Garima ; Dash, Saumya Ranjan ; Brooks, Robert ; Subramaniam, Sowmya |
| Subject: | FEARS sentiment | limits to arbitrage | short-sale constraints | stock returns | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Arbitrage | Theorie | Theory | Börsenkurs | Share price | CAPM | Leerverkauf | Short selling | Kapitalmarktrendite | Capital market returns | Emotion |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2028618 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013355046