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The asymmetric response of equity markets to sentiment risk : a new asset pricing model

Dhaoui, Abderrazak; Bourouis, Saad - In: Financial Market Dynamics after COVID 19 : The …, (pp. 37-55). 2022

Persistent link: https://www.econbiz.de/10013198540

Essays in empirical asset pricing and international finance

Niu, Zilong - 2020

Persistent link: https://www.econbiz.de/10012172860

Essentials of Financial Economics : A Hands-On Approach

Donadelli, Michael; Costola, Michele; Gufler, Ivan - 2025

Choice under Uncertainty -- Modern Portfolio Theory -- The Capital Asset Pricing Model -- Empirical Analysis of the … CAPM -- The Consumption CAPM -- Arbitrage Pricing Theory and Multi-factor Models -- Empirical Cross-Sectional Asset Pricing … uncertainty, gradually advancing to topics such as intertemporal consumption choices and their impact on asset prices, before …

Persistent link: https://www.econbiz.de/10015397272

The effect of dividends on portfolio holdings of mutual funds

Malaquias, Rodrigo Fernandes; Gonçalves, Wesley Daniel … - In: International journal of accounting and finance 8 (2018) 3, pp. 265-280

Persistent link: https://www.econbiz.de/10012023839

Do the rich gamble in the stock market? : low risk anomalies and wealthy households

Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014462604

Asset growth, profitability, and investment opportunities

Cooper, Ilan; Maio, Paulo - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 3988-4010

Persistent link: https://www.econbiz.de/10012118532

Risk, Return, and Sentiment in a Virtual Asset Market

Montone, Maurizio; Zwinkels, Remco C. J. - 2021

The joint-hypothesis problem casts doubt on the results of market efficiency research. Specifically, it is hard to assess to what extent financial markets reflect economic fundamentals or mispricing. To address this issue, we study price formation in a large virtual asset market where...

Persistent link: https://www.econbiz.de/10013233921

Asset pricing, asset allocation and risk-adjusted performance with multiple goals and agency : The Goals and Risk-Based Asset Pricing Model

Muralidhar, Arun S. - In: Journal of investment management : JOIM 19 (2021) 2, pp. 89-116

Persistent link: https://www.econbiz.de/10012815069

Realativity in finance : goals and risk-based asset pricing for investors with multiple stochastic goals and agents

Muralidhar, Arun S. - In: Journal of investment management : JOIM 21 (2023) 4, pp. 53-81

Persistent link: https://www.econbiz.de/10014475371

Investor sentiment in asset pricing models : a review

Lis, Szymon - 2022

Persistent link: https://www.econbiz.de/10013473231