The revisited role of investor sentiment for equity value

This paper contrasts traditional asset pricing models with the assumptions of behavioural finance and investigates the asset valuation explanatory power of investor sentiment. Therefore, we extend the Fama-French-4-Factor model by another factor controlling for sentiment. We consider different portf...

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Bibliographic Details
Main Author: Büning, Leopold Hubertus (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
Asset pricing
Corporate finance
Behavioral finance
Asset management
Investor sentiment
Fama French factor model
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/142191
Country:Portugal
Oai:oai:run.unl.pt:10362/142191

Internet

http://hdl.handle.net/10362/142191

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