Investor Sentiments and Fama–French Five-Factor Premia
This study provides new insights to predict the excess return of a security. As if factor premia are getting influenced by the sentiments that means sentiments are ultimately affecting the excess return of a security. To meet the objective, a composite index developed by Baker and Wurgler is used as...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2021-06-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440211027846 |