Investigating the Impact of Investor's Sentiment and Trading Behavior on Excess Return: Revised Fama and French Five Factor Model

Objectives: Since the 1990s, the determination of the fair value of financial assets and whether this value depends only on fundamental factors in pricing models or is influenced by behavioral and psychological factors has always been a debatable issue. The behavioral finance field focuses on issues...

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Bibliographic Details
Main Authors: seyedeh zahra nasiri, yahya kamyabi
Format: Article
Language:fas
Published: University of Isfahan 2019-12-01
Series:Journal of Asset Management and Financing
Subjects:
Online Access:https://amf.ui.ac.ir/article_24358_2421f7376f5dc508e0307646bc8111d3.pdf