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ArticleInvestor sentiment, information and asset pricing model

Chunpeng Yang2013

Article2013

Investor sentiment, information and asset pricing model

Chunpeng Yang · Jinfang Li

44 citations·0/0 files stored·Economic Modelling

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1985Continuous Auctions and Insider Trading 1990Noise Trader Risk in Financial Markets 2006Investor Sentiment and the Cross‐Section of Stock Returns 1998Investor Psychology and Security Market Under‐ and Overreactions 1980On the Impossibility of Informationally Efficient Markets 1997A model of investor sentiment /

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2022Can news-based economic sentiment predict bubbles in precious metal markets?2019Can investor sentiment predict the size premium?2020Investor sentiment and stock price: Empirical evidence from Chinese SEOs 2015The asymmetric effects of investor sentiment and monetary policy on stock prices 2012Sentiment asset pricing model with consumption 2014Sentiment-prone investors and volatility dynamics between spot and futures markets

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Year2013

Typearticle

Published2013-08-25

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations44

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.econmod.2013.07.015

openalex_workW1966797068

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2019Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach

2018The role of stock price synchronicity on the return-sentiment relation