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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Bibliographic Details
Main Author: Capparelli, Remo (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
Asset pricing
Macroeconomics
Investor sentiment
Arbitrage strategies
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/138161
Country:Portugal
Oai:oai:run.unl.pt:10362/138161

Internet

http://hdl.handle.net/10362/138161

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