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...
Tallennettuna:
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
MDPI AG
2023-03-01
|
| Sarja: | International Journal of Financial Studies |
| Aiheet: | |
| Linkit: | https://www.mdpi.com/2227-7072/11/1/49 |
| Tagit: |
Ei tageja, Lisää ensimmäinen tagi!
|