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Investor sentiment, information and asset pricing model
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
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Sentiment asset pricing model with consumption
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
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Higher order expectations in sentiment asset pricing model
Yang, Chunpeng; Cai, Chuangqun - In: Economic modelling 39 (2014), pp. 95-100
Persistent link: https://www.econbiz.de/10010419984
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Generalized asset pricing : Expected Downside Risk-based equilibrium modeling
Ormos, Mihály; Timotity, Dusán - In: Economic modelling 52 (2016), pp. 967-980
Persistent link: https://www.econbiz.de/10011643117
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Herding for profits : market breadth and the cross-section of global equity returns
Zaremba, Adam; Szyszka, Adam; Karathanasopoulos, Andreas; … - In: Economic modelling 97 (2021), pp. 348-364
Persistent link: https://www.econbiz.de/10012793470
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Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 33 (2013), pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
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Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
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A new investor sentiment indicator (ISI) based on artificial intelligence : a powerful return predictor in China
Ruan, Qingsong; Wang, Zilin; Zhou, Yaping; Lv, Dayong - In: Economic modelling 88 (2020), pp. 47-58
Persistent link: https://www.econbiz.de/10012416839
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Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna; Wójtowicz, Tomasz; Zaremba, Adam - In: Economic modelling 124 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
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Investor sentiment and its nonlinear effect on stock returns : new evidence from the Chinese stock market based on panel quantile regression model
Ni, Zhong-Xin; Wang, Da-Zhong; Xue, Wen-Jun - In: Economic modelling 50 (2015), pp. 266-274
Persistent link: https://www.econbiz.de/10011440564