Essays on investor sentiment in asset pricing

Essays on investor sentiment in asset pricing

The dissertation addresses three topics on investor sentiment in asset pricing. The first essay investigates the impact of market sentiment on the recent debate on equity premium forecasting. Particularly, market sentiment may break the link between fundamental economic predictors and equity premium...

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Bibliographic Details
Main Author: CHU, Liya
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
Subjects:
investor sentiment
return predictability
fundamental predictors
behavioral bias
risk-return relation
Corporate Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/etd_coll_all/32
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1022&context=etd_coll_all
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll_all/32
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1022&context=etd_coll_all

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