Re-examining risk premiums in the Fama–French model: The role of investor sentiment
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DOI: 10.1016/j.najef.2015.12.002
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Keywords
Fama–French model; Volatility index (VIX); Credit default swap (CDS); Treasury-Eurodollar (TED) spread; Panel smooth transition regression (PSTR) model;All these keywords.
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