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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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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
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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
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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
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Dynamic sentiment asset pricing model
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 37 (2014), pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
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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
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Investor trading behavior, investor sentiment and asset prices
Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 34 (2015), pp. 42-62
Persistent link: https://www.econbiz.de/10011539669
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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
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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
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Beauty contest, bounded rationality, and sentiment pricing dynamics
Liang, Hanchao; Yang, Chunpeng; Cai, Chuangqun - In: Economic modelling 60 (2017), pp. 71-80
Persistent link: https://www.econbiz.de/10011734175