Investor sentiment and its role in asset pricing: An empirical study for India
In this paper, we experiment with the construction of alternative investor sentiment indices. Further, we evaluate the role of the sentiment-based factor in asset pricing to explain prominent equity market anomalies such as size, value, and price momentum for India. Based on the findings, we confirm...
| Published in: | IIMB Management Review |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-06-01
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389619301594 |