Persistence of investor sentiment and market mispricing
Year of publication: |
2022
|
---|---|
Authors: | Han, Xiao ; Sakkas, Nikolaos ; Danbolt, Jo ; Eshraghi, Arman |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 57.2022, 3, p. 617-640
|
Subject: | anomalies | arbitrage | market sentiment | predictability | structural breaks | Anlageverhalten | Behavioural finance | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Arbitrage | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis |
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