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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

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

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

Dynamic sentiment asset pricing model

Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 37 (2014), pp. 362-367

Persistent link: https://www.econbiz.de/10010417680

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

Sentiment approach to underestimation and overestimation pricing model

Yang, Chunpeng; Zhou, Liyun - In: Economic modelling 51 (2015), pp. 280-288

Persistent link: https://www.econbiz.de/10011476009

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

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

Zhou, Liyun; Yang, Chunpeng - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 437-460

Persistent link: https://www.econbiz.de/10012253231

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

Higher order expectations in sentiment asset pricing model

Yang, Chunpeng; Cai, Chuangqun - In: Economic Modelling 39 (2014) C, pp. 95-100

In the spirit of beauty contests, we study the effect of higher order expectations on sentiment asset pricing. The sentiment asset pricing model with higher order expectations shows that, in general the higher sentiment causes the higher price, but, higher order expectations contribute to...

Persistent link: https://www.econbiz.de/10010781991