Investor sentiment, momentum, and stock returns : an examination for direct and indirect effects
Year of publication: |
2019
|
---|---|
Authors: | Rashid, Abdul ; Fayyaz, Madiha ; Karim, Maria |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,3, p. 2638-2656
|
Subject: | Asset pricing | investor sentiment | momentum effect | size and value premiums | market Risk | indirect effect | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Risikoprämie | Risk premium | Schätzung | Estimation |
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