Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns
Year of publication: |
2020
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Authors: | Zhou, Liyun ; Yang, Chunpeng |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 1, p. 437-460
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Subject: | Behavioral finance | Investor sentiment | Investor crowded-trade behavior | Limited arbitrage | Stock prices | Anlageverhalten | Behavioural finance | Arbitrage | Börsenkurs | Share price | CAPM | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Kapitalmarkttheorie | Financial economics | Kapitalmarktrendite | Capital market returns |
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