The asymmetric response of equity markets to sentiment risk : a new asset pricing model
Abderrazak Dhaoui and Saad Bourouis
| Year of publication: |
2022
|
|---|---|
| Authors: | Dhaoui, Abderrazak ; Bourouis, Saad |
| Published in: |
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance. - Cham : Springer International Publishing, ISBN 978-3-030-98542-4. - 2022, p. 37-55
|
| Subject: | NARDL model | Sentiment risk | Stock market returns | Systematic risk | CAPM | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-030-98542-4_4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013198540