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ArticleTwo-period trading sentiment asset pricing model with information

Chunpeng Yang2013

Article2013

Two-period trading sentiment asset pricing model with information

Chunpeng Yang · Jinfang Li

15 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

1985Continuous Auctions and Insider Trading 1965The Behavior of Stock-Market Prices 2006Investor Sentiment and the Cross‐Section of Stock Returns 1990Noise Trader Risk in Financial Markets 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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2014Multi-period sentiment asset pricing model with information

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Year2013

Typearticle

Published2013-10-08

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations15

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.econmod.2013.09.018

openalex_workW2121636015

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