Institutional investor sentiment, beta, and stock returns
Citation
Wang, W. (2020). Institutional investor sentiment, beta, and stock returns. Finance Research Letters, 37, https://doi.org/10.1016/j.frl.2019.101374
Authors
Keywords
Institutional investor sentiment, Beta-return relation, Capital asset pricing model (CAPM), Risk-return tradeoff, Security market line (SML)
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