Investor sentiment and the risk-return relation : a two-in-one approach
Year of publication: |
2024
|
---|---|
Authors: | Duxbury, Darren ; Wang, Wenzhao |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 30.2024, 1, p. 496-543
|
Subject: | beta-return relation | institutional investor sentiment | mean-variance relation | retail investor sentiment | risk-return relation | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Institutioneller Investor | Institutional investor | Schätzung | Estimation | Risiko | Risk | Welt | World |
-
Institutional investor sentiment, beta, and stock returns
Wang, Wenzhao, (2020)
-
Institutional investor sentiment and the mean-variance relationship : global evidence
Wang, Wenzhao, (2021)
-
The mean-variance relation and the role of institutional investor sentiment
Wang, Wenzhao, (2018)
- More ...
-
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao, (2022)
-
Investor sentiment and stock returns : global evidence
Wang, Wenzhao, (2021)
-
Investor sentiment and the mean-variance relationship : European evidence
Wang, Wenzhao, (2018)
- More ...