Dynamic sentiment asset pricing model
Year of publication: |
2014
|
---|---|
Authors: | Yang, Chunpeng ; Zhang, Rengui |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 37.2014, C, p. 362-367
|
Publisher: |
Elsevier |
Subject: | Behavioral finance | Investor sentiment | Sentiment asset pricing model | Time varying sentiment |
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