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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Detalhes bibliográficos
Autor principal: Büning, Leopold Hubertus (author)
Formato: masterThesis
Idioma:eng
Publicado em: 2022
Assuntos:
Asset pricing
Corporate finance
Behavioral finance
Asset management
Investor sentiment
Fama French factor model
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Texto completo:http://hdl.handle.net/10362/142191
País:Portugal
Oai:oai:run.unl.pt:10362/142191

Texto Completo

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

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