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Dynamic asset pricing model wi...
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Behavioural finance
Anlageverhalten
31
Börsenkurs
20
Share price
20
CAPM
18
Investor sentiment
18
Capital income
16
Kapitaleinkommen
16
Theorie
16
Theory
16
Behavioral finance
12
Portfolio selection
11
Portfolio-Management
11
Financial economics
7
Kapitalmarkttheorie
7
Asset pricing model
6
China
6
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
investor sentiment
6
Aktienmarkt
5
Emotion
5
Stock market
5
Financial anomalies
4
Risiko
4
Risk
4
Sentiment asset pricing model
4
Asset pricing
3
Capital market returns
3
Derivat
3
Derivative
3
Economic policy
3
Economic policy uncertainty
3
Erwartungsbildung
3
Excess returns
3
Expectation formation
3
Financial investment
3
Forecasting model
3
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Online availability
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Undetermined
18
Free
1
Type of publication
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Article
31
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Article in journal
30
Aufsatz in Zeitschrift
30
Aufsatz im Buch
1
Book section
1
Language
All
English
31
Author
All
Yang, Chunpeng
31
Zhang, Rengui
6
Zhou, Liyun
6
Gao, Bin
4
Cai, Chuangqun
3
Li, Jinfang
3
Xie, Jun
3
Liang, Hanchao
2
Wu, Huihui
2
Yan, Wei
2
Yang, Jianlei
2
Chi, Jun
1
Hu, Xiaoyi
1
Jia, Yun
1
Lin, Weinan
1
Zhang, Zhanpei
1
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Published in...
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Economic modelling
12
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
International journal of finance & economics : IJFE
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International review of economics & finance : IREF
1
Quantitative financial risk management
1
Review of derivatives research
1
Romanian journal of economic forecasting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
31
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1
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
Saved in:
2
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:
3
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:
4
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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:
10
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
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