Investor sentiment, risk factors and asset pricing : Evidence from Malaysia
This study examines pricing implications of aggregate investor sentiment risk for equity returns, in presence of other market wide risk factors. Effects of Size, Book-to-Market, Illiquidity, Momentum, Human capital, and systematic risk of Capital Assets Pricing Model (CAPM) are analyzed using 72 ris...
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| 格式: | Thesis |
| 语言: | English |
| 出版: |
2016
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| 主题: | |
| 在线阅读: | http://ir.unimas.my/id/eprint/20922/1/Gunathilaka.pdf |
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