Investor sentiment, risk factors and asset pricing : Evidence from Malaysia
This study examines pricing implications of aggregate investor sentiment risk for equity returns, in presence of other market wide risk factors. Effects of Size, Book-to-Market, Illiquidity, Momentum, Human capital, and systematic risk of Capital Assets Pricing Model (CAPM) are analyzed using 72 ris...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | أطروحة |
| اللغة: | الإنجليزية الإنجليزية |
| منشور في: |
unimas
2016
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | http://ir.unimas.my/id/eprint/20922/ |
| Abstract | Abstract here |