Investor Sentiment in Asset Pricing Models: A Review
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More about this item
Keywords
Investor sentiment; Asset pricing; Multifactor models; Behavioral finance; Risk factors; stock market behavior;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G40 - Financial Economics - - Behavioral Finance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2022-12-12 (Financial Markets)
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