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 |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 11, p. 3119-3135
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| 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 |
| 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