Anomalies and Investor Sentiment: International Evidence and the Impact of Size Factor
We examine whether investor sentiment can explain anomalies such as size and book-to-market in the US stock market. Differently from the literature, we test combination portfolios (portfolios formed on more than one factor such as size, book-to-market ratio, etc.) of developed markets for the same p...
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| Hauptverfasser: | , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2023-03-01
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| Schriftenreihe: | International Journal of Financial Studies |
| Schlagworte: | |
| Online-Zugang: | https://www.mdpi.com/2227-7072/11/1/49 |
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