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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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Essays on asset pricing and portfolio optimization
Koeppel, Christian - 2021
WThis doctoral thesis focuses on the effects of investor sentiment on asset pricing and the challenges of portfolio optimization under parameter uncertainty. The first essay "Sentiment risk premia in the cross-section of global equity" applies a recently developed sentiment proxy to the...
Persistent link: https://www.econbiz.de/10012651028
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Essays in empirical asset pricing and international finance
Niu, Zilong - 2020
Persistent link: https://www.econbiz.de/10012172860
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Essays on asset pricing anomalies
Schrön, Sebastian - 2020
Persistent link: https://www.econbiz.de/10012660786
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Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns
Zhou, Liyun; Yang, Chunpeng - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 437-460
Persistent link: https://www.econbiz.de/10012253231
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Investor sentiment : does it augment the performance of asset pricing models?
Bathia, Deven; Bredin, Donal - In: International review of financial analysis 59 (2018), pp. 290-303
Persistent link: https://www.econbiz.de/10012006993
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Sentiment approach to negative expected return in the stock market
Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
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Investor sentiment in asset pricing models : a review
Lis, Szymon - 2022
Persistent link: https://www.econbiz.de/10013473231
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Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun; Chen, Dongqiao; Huang, Jialiang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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3 % rules the market : herding behavior of a group of investors, asset market volatility, and return to the group in an agent-based model
Lee, Sunyoung; Lee, Keun - In: Journal of economic interaction and coordination 16 (2021) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10012496635