A comparison of investors’ sentiments and risk premium effects on valuing shares
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DOI: 10.1016/j.frl.2015.10.017
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- Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015. "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers 15/01, University of Nottingham, Granger Centre for Time Series Econometrics.
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Cited by:
- Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021.
"Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals,"
Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1593-1621, May.
- Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2020. "Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals," Discussion Papers 20-21, Department of Economics, University of Birmingham.
- Jasman Tuyon & Zamri Ahmad, 2018. "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 32-52.
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More about this item
Keywords
Share prices; Risk premium; Sentiments; Panel data; Firm specific effects;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- 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
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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