Multi-period sentiment asset pricing model with information
Jinfang Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Jinfang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 34.2014, p. 118-130
|
| Subject: | Investor sentiment | Multi-period trading equilibrium | Momentum effect | Anlageverhalten | Behavioural finance | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Informationsökonomik | Economics of information |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010533162