Investor sentiment and stock returns after 2002
I add a sentiment index to the classical asset pricing factors to determine stock returns. Previous studies found that stocks that have a bundle of characteristics which make them more difficult to value and to arbitrage are those more sensitive to market sentiment fluctuations. I analyse the period...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10362/138161 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/138161 |