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ArticleMulti-period sentiment asset pricing model with information

Jinfang Li2014

Article2014

Multi-period sentiment asset pricing model with information

15 citations·0/0 files stored·International Review of Economics & Finance

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

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References

1985Continuous Auctions and Insider Trading 1965The Behavior of Stock-Market Prices 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 /1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

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2020The term structure effects of individual stock investor sentiment on excess returns

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Year2014

Typearticle

Published2014-07-23

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations15

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.iref.2014.07.006

openalex_workW2087808667

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