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Investor Sentiment and Beta Pricing

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  • : Constantinos Antonio
  • : John A. Doukas
  • : Avanidhar Subrahmanyam

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  • : Constantinos Antonio & : John A. Doukas & : Avanidhar Subrahmanyam, 2013. "Investor Sentiment and Beta Pricing," Working Papers wpn13-05, Warwick Business School, Finance Group.
  • Handle: RePEc:wbs:wpaper:wpn13-05
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    File URL: http://web.warwick.ac.uk/fac/soc/financeRepec/Repec/2013/AntoniouDoukasSubrahmanyam2013ISBP.pdf
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    References listed on IDEAS

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    Cited by:

    1. Salhin, Ahmed & Sherif, Mohamed & Jones, Edward, 2016. "Managerial sentiment, consumer confidence and sector returns," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 24-38.

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