News-based sentiment and the value premium
Francesco A. Fabozzi, Abdolreza Nazemi
| Year of publication: |
2023
|
|---|---|
| Authors: | Fabozzi, Francesco A. ; Nazemi, Abdolreza |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 136.2023, p. 1-11
|
| Subject: | Asset pricing | Style investing | Value premium | News sentiment | CAPM | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2023.102864 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014333316