Sentiment approach to underestimation and overestimation pricing model C Yang, L

马甲甲

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收藏 2015-12-05

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【全文链接或数据库名称(选填)】Sentiment approach to underestimation and overestimation pricing modelC Yang, L Zhou - Economic Modelling, 2015
... September 2015. Highlights. • We propose sentiment asset pricing models to study the
effects of investor sentiment. • Investor sentiment has a significant impact on stock prices,
and further affects the returns of arbitrageurs. • Our framework ...