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...

Full description

Bibliographic Details

Main Author:	Gunathilaka, Ambagahawatte Gedara Chandana.
Format:	Thesis
Language:	English English
Published:	unimas 2016
Subjects:	H Social Sciences (General) HG Finance
Online Access:	http://ir.unimas.my/id/eprint/20922/
Abstract	Abstract here