Investor sentiment, human capital and Fama French factors: measurement and performance in the Malaysian market
This paper examines pricing implications of investors' behavioral biasness in the Malaysian equity market. By using monthly data from January 2000, through January 2014, we explore the impact of investor sentiment, human capital, and Fama-French risk factors in multiple factor asset pricing mod...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia,
2019.
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| Online Access: | Get fulltext |