Is CAPM a behavioral model? : estimating sentiments from rationalism
Year of publication: |
2018
|
---|---|
Authors: | Apergēs, Nikolaos ; Ur Rehman, Mobeen |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 19.2018, 4, p. 442-449
|
Subject: | Investor sentiment | Capital asset pricing model | CAPM | Panel data | Anlageverhalten | Behavioural finance | Theorie | Theory | Schätzung | Estimation | Verhaltensökonomik | Behavioral economics | Panel | Panel study |
-
Yang, Chunpeng, (2014)
-
Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model
Jiang, Shangwei, (2021)
-
Boussaidi, Ramzi, (2015)
- More ...
-
Do energy prices affect U.S. investor sentiment?
Apergēs, Nikolaos, (2018)
-
Apergēs, Nikolaos, (2023)
-
Dynamic modeling of systemic risk and firm value: A case of Pakistan
Hanif, Hasan, (2019)
- More ...