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...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-06-01
|
| Series: | IIMB Management Review |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389619301594 |