Institutional investor sentiment and the mean-variance relationship: Global evidence
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DOI: 10.1016/j.jebo.2021.08.029
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More about this item
Keywords
Individualism; Institutional investor sentiment; Market integrity; Mean-variance relation; Overreaction; Uncertainty avoidance;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
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
Statistics
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