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Higher order expectations, learning, and sentiment pricing dynamics
Li, Jinfang, (2025)
Dynamic sentiment asset pricing model
Yang, Chunpeng, (2014)
Sentiment approach to negative expected return in the stock market
Yang, Chunpeng, (2013)
Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing
Liang, Hanchao, (2017)
Beauty contest, bounded rationality, and sentiment pricing dynamics
Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns
Zhou, Liyun, (2020)