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~isPartOf:"Economic modelling"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~person:"Yang, Chunpeng"
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Yang, Chunpeng
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Economic modelling
Pacific-Basin finance journal
The journal of portfolio management : a publication of Institutional Investor
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Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun
;
Yang, Chunpeng
- In:
Economic modelling
79
(
2019
),
pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
Saved in:
2
Breadth of ownership and stock excess returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 259-269
Persistent link: https://www.econbiz.de/10012169534
Saved in:
3
Dynamic sentiment asset pricing model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
37
(
2014
),
pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
Saved in:
4
Higher order expectations in sentiment asset pricing model
Yang, Chunpeng
;
Cai, Chuangqun
- In:
Economic modelling
39
(
2014
),
pp. 95-100
Persistent link: https://www.econbiz.de/10010419984
Saved in:
5
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
36
(
2014
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
Saved in:
6
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun
;
Yang, Chunpeng
- In:
Economic modelling
35
(
2013
),
pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
Saved in:
7
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Saved in:
8
Sentiment asset pricing model with consumption
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
30
(
2013
),
pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
Saved in:
9
Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
33
(
2013
),
pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
Saved in:
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