The pricing of sentiment risk in European stock markets
Year of publication: |
2019
|
---|---|
Authors: | Keiber, Karl Ludwig ; Samyschew, Helene |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 3, p. 279-302
|
Subject: | conditional asset pricing | European risk premia | International asset pricing | sentiment risk | CAPM | Risikoprämie | Risk premium | Risiko | Risk | EU-Staaten | EU countries | Aktienmarkt | Stock market | Europa | Europe | Portfolio-Management | Portfolio selection |
-
The pricing of sentiment risk in European stock markets
Keiber, Karl Ludwig, (2016)
-
The asymmetric response of equity markets to sentiment risk : a new asset pricing model
Dhaoui, Abderrazak, (2022)
-
The world price of sentiment risk
Keiber, Karl Ludwig, (2017)
- More ...
-
The pricing of sentiment risk in European stock markets
Keiber, Karl Ludwig, (2016)
-
The role of sentiment in global risk premia
Keiber, Karl Ludwig, (2015)
-
The pricing of sentiment risk in European stock markets
Keiber, Karl Ludwig, (2016)
- More ...