The asymmetric response of equity markets to sentiment risk : a new asset pricing model
Year of publication: |
2022
|
---|---|
Authors: | Dhaoui, Abderrazak ; Bourouis, Saad |
Published in: |
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance. - Cham : Springer International Publishing, ISBN 978-3-030-98542-4. - 2022, p. 37-55
|
Subject: | NARDL model | Sentiment risk | Stock market returns | Systematic risk | Theorie | Theory | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
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