Investor sentiment, beta, and the cost of equity capital
Year of publication: |
February 2016
|
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Authors: | Antoniou, Constantinos ; Doukas, John A. ; Subrahmanyam, Avanidhar |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 2, p. 347-367
|
Subject: | finance | asset pricing | investment | management | Kapitalkosten | Cost of capital | CAPM | Anlageverhalten | Behavioural finance | Eigenkapital | Equity capital | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection |
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