Testing for Asset Pricing Model based on Sentiment Indexes: SAPM Model
The purpose of this article is to investigate the effect of behavioral deviations on the pricing of financial assets with the assumption that sentiment is an important and relevant risk factor in the Iranian capital market. This paper also examines the effect of sentiment, momentum, size, value, and...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Persa |
| Publicado em: |
Allameh Tabataba'i University Press
2022-03-01
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| coleção: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| Assuntos: | |
| Acesso em linha: | https://joer.atu.ac.ir/article_14697_bd134b0a310174ad45b72e4614e5d75e.pdf |
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