Sentiment approach to negative expected return in the stock market
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DOI: 10.1016/j.econmod.2013.06.018
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Cited by:
- Zhang, Yaojie & Zeng, Qing & Ma, Feng & Shi, Benshan, 2019. "Forecasting stock returns: Do less powerful predictors help?," Economic Modelling, Elsevier, vol. 78(C), pages 32-39.
- Chunpeng Yang & Rengui Zhang, 2014. "Does mixed-frequency investor sentiment impact stock returns? Based on the empirical study of MIDAS regression model," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 966-972, March.
- Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021. "Sensitivity of US equity returns to economic policy uncertainty and investor sentiments," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
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More about this item
Keywords
Negative expected return; Investor sentiment; Asset pricing model; Behavioral finance;All these keywords.
JEL classification:
- 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
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