Sentiment risk premia in the cross-section of global equity and currency returns
Roland Füss, Massimo Guidolin, Christian Koeppel
| Year of publication: |
August 28, 2019 ; This version: August 28, 2019
|
|---|---|
| Authors: | Füss, Roland ; Guidolin, Massimo ; Koeppel, Christian |
| Publisher: |
[St. Gallen] : School of Finance, University of St. Gallen |
| Subject: | Asset pricing | behavioral finance | financial markets | investor sentiment | sentiment risk premium | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | CAPM | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Welt | World | Aktienmarkt | Stock market |
| Extent: | 1 Online-Ressource (circa 60 Seiten) Illustrationen |
|---|---|
| Series: | Working papers on finance. - Sankt Gallen : [Verlag nicht ermittelbar], ZDB-ID 2252526-9. - Vol. no. 2019, 13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Die Serienzählung auf der SSRN-Frontdoor ist (irrtümlich) No. 2018/17 |
| Other identifiers: | 10.2139/ssrn.3186708 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012101492