Similar Search Results

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

The battle of the factors : macroeconomic variables or investor sentiment?

Mascio, David A.; Molyboga, Marat; Fabozzi, Frank J. - In: Journal of forecasting 42 (2023) 8, pp. 2280-2291

Persistent link: https://www.econbiz.de/10014432891

Technical trading rules in Australian financial markets

Park, Jung Soo; Heaton, Christopher - In: International journal of economics and finance 6 (2014) 10, pp. 67-75

Persistent link: https://www.econbiz.de/10010421595

Heterogeneous expectations in asset pricing : empirical evidence from the S&P500

Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16

Persistent link: https://www.econbiz.de/10010465070

Asymmetric beta comovement and systematic downside risk

Jondeau, Eric; Zhang, Qunzi - 2014

In this paper, we document evidence that downside betas tend to comove more than upside betas during a financial crisis, but upside betas tend to comove more than the downside betas during financial booms. We find that the asymmetry between Downside-Beta Comovement and Upside-Beta Comovement is...

Persistent link: https://www.econbiz.de/10010442899

Time-varying market price of risk and investor sentiment : evidence from a multivariate GARCH model

Johnk, David W.; Soydemir, Gökçe A. - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 105-119

Persistent link: https://www.econbiz.de/10011333691

Reaching nirvana with a defaultable asset?

Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 31-52

Persistent link: https://www.econbiz.de/10011997092

Technical analysis as a sentiment barometer and the cross-section of stock returns

Ding, Wenjie; Mazouz, Khelifa; Ap Gwilym, Owain; Wang, … - In: Quantitative finance 23 (2023) 11, pp. 1617-1636

Persistent link: https://www.econbiz.de/10014419182

Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle : The Rational Finance Approach

Rachev, Svetlozar T. - 2020

In this paper we address three main objections of behavioral finance to the theory of rational finance, considered as … “anomalies” the theory of rational finance cannot explain: (i) Predictability of asset returns; (ii) The Equity Premium; (iii … are the only possible explanations of the “anomalies”, but offer statistical models within the rational theory of finance …

Persistent link: https://www.econbiz.de/10012842392

Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals

Karavias, Yiannis; Spilioti, Stella; Tzavalis, Elias - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1593-1621

Persistent link: https://www.econbiz.de/10012549879