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 |
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Formato: | article |
Lenguaje: | FA |
Publicado: |
Shahid Bahonar University of Kerman
2019
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Materias: | |
Acceso en línea: | https://doaj.org/article/a27b5c006c994fdab01533ced9b2f495 |
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