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...

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主要作者:	Gunathilaka, Ambagahawatte Gedara Chandana.
格式:	Thesis
語言:	英语 英语
出版:	unimas 2016
主題:	H Social Sciences (General) HG Finance
在線閱讀:	http://ir.unimas.my/id/eprint/20922/
Abstract	Abstract here