Individual mean-variance relation and stock-level investor sentiment
Jun Sik Kim, Da-Hea Kim, Sung Won Seo
| Year of publication: |
February 2017
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|---|---|
| Authors: | Kim, Jun Sik ; Kim, Da-Hea ; Seo, Sung Won |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 18.2017, 1, p. 20-34
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| Subject: | investor sentiment | mean-variance relation | risk-return trade-off | conditional variance | buy-sell imbalance | individual stock markets | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3846/16111699.2016.5.1252794 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011721640