Sentiment and the cross-section of expected stock returns
Gady Jacoby, Chi Liao, Nanying Lin, Lei Lu
| Year of publication: |
2024
|
|---|---|
| Authors: | Jacoby, Gady ; Liao, Chi ; Lin, Nanying ; Lu, Lei |
| Subject: | sentiment beta | sentiment risk | short-sale constraints | stock returns | Kapitaleinkommen | Capital income | CAPM | Anlageverhalten | Behavioural finance | Betafaktor | Beta risk | Kapitalmarktrendite | Capital market returns | Erwartungsbildung | Expectation formation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12380 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543991