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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| 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 |