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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
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Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing
Liang, Hanchao; Yang, Chunpeng; Zhang, Rengui; Cai, … - In: The North American journal of economics and finance : a … 40 (2017), pp. 85-102
Persistent link: https://www.econbiz.de/10011878792
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Beauty contest, bounded rationality, and sentiment pricing dynamics
Liang, Hanchao; Yang, Chunpeng; Cai, Chuangqun - In: Economic modelling 60 (2017), pp. 71-80
Persistent link: https://www.econbiz.de/10011734175
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Investor sentiment, extrapolation and asset pricing
Wu, Huihui; Yang, Chunpeng - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 182-205
Persistent link: https://www.econbiz.de/10013532000
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Economic policy uncertainty dispersion and excess returns : evidence from China
Yang, Jianlei; Yang, Chunpeng; Hu, Xiaoyi - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819427
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Sentiment capital asset cognitive price and empirical evidence from China's stock market
Yan, Wei; Yang, Chunpeng; Xie, Jun - In: Quantitative financial risk management, (pp. 87-93). 2011
Persistent link: https://www.econbiz.de/10009301438
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Sentiment approach to negative expected return in the stock market
Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
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The study of the price of gold futures based on heterogeneous investors' overconfidence
Jiang, Wei; Luan, Pupu; Yang, Chunpeng - In: China finance review international 4 (2014) 1, pp. 24-41
Persistent link: https://www.econbiz.de/10010259700
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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
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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