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Cognitive dissonance, sentiment, and momentum

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Investor sentiment, beta, and the cost of equity capital

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2001 European Financial Management Association: Roundtable Discussion ; rationality of capital markets

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A test of the errors-in-expectations explanation of the value/glamour stock returns performance : evidence from analysts' forecasts

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Stock price synchronicity, cognitive biases, and momentum

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Investor Sentiment, Beta, and the Cost of Equity Capital

Antoniou, Constantinos - 2019

The security market line (SML) accords with the capital asset pricing model (CAPM) by taking on an upward slope in pessimistic sentiment periods, but is downward sloping during optimistic periods. We hypothesize that this finding obtains because periods of optimism attract equity investment by...

Persistent link: https://www.econbiz.de/10012905600