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Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun; Yang, Chunpeng - In: Economic modelling 35 (2013), pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Dynamic sentiment asset pricing model
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 37 (2014), pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
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Two-period trading sentiment asset pricing model with information
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 36 (2014), pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
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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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Expectile CAPM
Hu, Wei; Zheng, Zhenlong - In: Economic modelling 88 (2020), pp. 386-397
Persistent link: https://www.econbiz.de/10012417246
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Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun; Yang, Chunpeng - In: Economic modelling 79 (2019), pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
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Asset pricing and institutional investors with disagreements
Ma, Chaoqun; Wang, Hailong; Cheng, Fengchao; Hu, Duni - In: Economic modelling 64 (2017), pp. 231-248
Persistent link: https://www.econbiz.de/10011760916
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Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang; Xu, Si; An, Yunbi; Yang, Jun - In: Economic modelling 107 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
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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