Sentiment, limited attention and mispricing
We examine whether various anomalies can be driven by two common behavioral forces, namely, ``subjective'' sentiment (representing investors' subjective biased beliefs) and ``objective'' limited attention (representing investors' objective cognitive constraints). While...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2020
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6799 |
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| Institution: | Singapore Management University |
| Language: | English |