Effects of Investor Sentiment on Excess Return in Fama-French Five-Factor Model

Objective: This study examined the effects of investor sentiment index on excess return in the Fama-French five-factor model, in the companies listed in the Tehran Stock Exchange in the period 2009 to 2015. Methods: Data collection was based on document mining and referral to databases, and data ana...

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Autores principales: Yahya Kamyabi (Ph.D), Seyedeh Zahra Nasiri
Formato: article
Lenguaje:FA
Publicado: Shahid Bahonar University of Kerman 2019
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Acceso en línea:https://doaj.org/article/a27b5c006c994fdab01533ced9b2f495
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