Sentiment and the cross-section of expected stock returns
Gady Jacoby, Chi Liao, Nanying Lin, Lei Lu
| Year of publication: |
2024
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|---|---|
| Authors: | Jacoby, Gady ; Liao, Chi ; Lin, Nanying ; Lu, Lei |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 59.2024, 2, p. 459-485
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| 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 |
| 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