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Sentiment approach to negative expected return in the stock market

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Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking

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Dynamic asset pricing model with heterogeneous sentiments

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Dynamic sentiment asset pricing model

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Higher order expectations in sentiment asset pricing model

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Sentiment approach to underestimation and overestimation pricing model

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Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals

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Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns

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A futures pricing model with long-term and short-term traders

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Dynamic asset pricing model with heterogeneous sentiments

Yang, Chunpeng; Zhang, Rengui - In: Economic Modelling 33 (2013) C, pp. 248-253

The systematic and important role of investor sentiment has been supported by some recent empirical and theoretical literatures. In this paper, we present a dynamic asset pricing model with heterogeneous sentiments and we find that the equilibrium stock price is the wealth-share-weighted average...

Persistent link: https://www.econbiz.de/10010738027