Dynamic sentiment asset pricing model
Year of publication: |
2014
|
---|---|
Authors: | Yang, Chunpeng ; Zhang, Rengui |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 37.2014, p. 362-367
|
Subject: | Behavioral finance | Investor sentiment | Sentiment asset pricing model | Time varying sentiment | Anlageverhalten | Behavioural finance | CAPM | Emotion | Kapitalmarkttheorie | Financial economics |
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