Investor Sentiment as a Risk Factor in Modeling Excess Returns

Investor Sentiment as a Risk Factor in Modeling Excess Returns
Author:
Publisher:
Total Pages: 31
Release: 2015
Genre: Economic forecasting
ISBN:


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Investor Sentiment as a Risk Factor in Modeling Excess Returns
Language: en
Pages: 31
Authors:
Categories: Economic forecasting
Type: BOOK - Published: 2015 - Publisher:

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Inefficient Markets
Language: en
Pages: 295
Authors: Andrei Shleifer
Categories: Business & Economics
Type: BOOK - Published: 2000-03-09 - Publisher: OUP Oxford

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The efficient markets hypothesis has been the central proposition in finance for nearly thirty years. It states that securities prices in financial markets must
Retail Investor Sentiment and Behavior
Language: en
Pages: 170
Authors: Matthias Burghardt
Categories: Business & Economics
Type: BOOK - Published: 2011-03-16 - Publisher: Springer Science & Business Media

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Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an in
Investor Sentiment and Long-run Underperformance of New Issues
Language: en
Pages: 140
Authors: Brian Zingale
Categories: Capital assets pricing model
Type: BOOK - Published: 2005 - Publisher:

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Modeling Sentiment, Temporal Volatility and Excess Returns
Language: en
Pages:
Authors: Mohsin Sadaqat
Categories:
Type: BOOK - Published: 2018 - Publisher:

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This study examines the ability of investor sentiment to predict conditional volatility and excess returns at both aggregate market and industry level in Pakist