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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Main Author: | Gunathilaka, Ambagahawatte Gedara Chandana. |
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Format: | Thesis |
Language: | English |
Published: |
unimas
2016
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Subjects: | |
Online Access: | http://ir.unimas.my/id/eprint/20922/1/Gunathilaka.pdf http://ir.unimas.my/id/eprint/20922/ |
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