The role of investor sentiment in asset pricing

This thesis investigates various roles that investor sentiment may play in asset pricing. The empirical analysis consists of three main parts based on the role of investor sentiment in the stock markets. The first part discusses the role of investor sentiment as conditioning information. It aims to...

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Bibliographic Details
Main Author: Ho, Chien-Wei
Published: Durham University 2012
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.546103