Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns
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More about this item
Keywords
Sentiment; Cross-section of international equity indices; Currency returns; Fama-MacBeth risk premia estimation;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2019-09-30 (Financial Markets)
- NEP-IFN-2019-09-30 (International Finance)
- NEP-UPT-2019-09-30 (Utility Models and Prospect Theory)
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