Similar Search Results

Labor reallocation in China : 1978 - 2011

Lei, Chaochao; Zhang, Rengui; Wu, Baocheng - In: Economic modelling 35 (2013), pp. 668-673

Persistent link: https://www.econbiz.de/10010336725

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

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

Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model

Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972

Persistent link: https://www.econbiz.de/10010399534

Dynamic sentiment asset pricing model

Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 37 (2014), pp. 362-367

Persistent link: https://www.econbiz.de/10010417680

Moran's I test of spatial panel data model : based on bootstrap method

Ren, Tongxian; Long, Zhihe; Zhang, Rengui; Chen, Qingqing - In: Economic modelling 41 (2014), pp. 9-14

Persistent link: https://www.econbiz.de/10010438511

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

Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing

Liang, Hanchao; Yang, Chunpeng; Zhang, Rengui; Cai, … - In: The North American journal of economics and finance : a … 40 (2017), pp. 85-102

Persistent link: https://www.econbiz.de/10011878792

The early-warning system of stock market crises with investor sentiment : Evidence from China

Zhang, Rengui; Xian, Xueshen; Fang, Haowen - In: International Journal of Finance & Economics 24 (2018) 1, pp. 361-369

Persistent link: https://www.econbiz.de/10012082670

Sentiment asset pricing model with consumption

Yang, Chunpeng; Zhang, Rengui - In: Economic Modelling 30 (2013) C, pp. 462-467

We present an asset pricing model by incorporating investor sentiment. The sentiment equilibrium price could be decomposed to the rational term and the sentiment term, and the investor sentiment has a systematic and significant impact on the risky asset price. In the model, the sentiment term...

Persistent link: https://www.econbiz.de/10010608251