Sentiment asset pricing model with consumption
Year of publication: |
2013
|
---|---|
Authors: | Yang, Chunpeng ; Zhang, Rengui |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 462-467
|
Subject: | Investor sentiment | Asset pricing model | Financial anomalies | Sentiment force | CAPM | Anlageverhalten | Behavioural finance | Kapitalmarkttheorie | Financial economics |
-
Boido, Claudio, (2015)
-
Investor sentiment, information and asset pricing model
Yang, Chunpeng, (2013)
-
Sentiment approach to negative expected return in the stock market
Yang, Chunpeng, (2013)
- More ...
-
Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng, (2013)
-
Yang, Chunpeng, (2014)
-
Dynamic sentiment asset pricing model
Yang, Chunpeng, (2014)
- More ...