Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10003771827
Persistent link: https://www.econbiz.de/10011474975
Persistent link: https://www.econbiz.de/10010221801
Persistent link: https://www.econbiz.de/10013201943
Persistent link: https://www.econbiz.de/10012200660
Persistent link: https://www.econbiz.de/10011979340
We test the effect of sentiment on returns using a sample of upstream oil stocks where we have a good proxy for fundamental value. For this sample, the influence of sentiment is highly time-varying, appearing only after the post-2000 increased interest in oil-related assets. Contrary to the...
Persistent link: https://www.econbiz.de/10013051396
We investigate the relative ability of two measures of the market implied cost of capital to predict aggregate equity market returns. One is Aggregate ICC, which is a weighted average of individual firms' ICC's. The other is ICC calculated using index information (Index ICC). Index ICC predicts...
Persistent link: https://www.econbiz.de/10012991578
Persistent link: https://www.econbiz.de/10011603257