Matches in SemOpenAlex for { <https://semopenalex.org/work/W4382300957> ?p ?o ?g. }
- W4382300957 abstract "Traditional finance theory posits a positive risk–return relation, but empirical evidence is inconclusive. Retail investor sentiment has long been viewed as a distorting factor, while more recently institutional investor sentiment is thought to play a role. We examine the separate and joint impacts of retail and institutional investor sentiments on the risk-return relation. We find, at both market and firm levels, the risk-return relation is more likely to be distorted by the two investor-type sentiments jointly, rather than separately. We further find a cross-sectional pattern, with the risk-return relation being more sensitive to investor sentiment for stocks with specific characteristics." @default.
- W4382300957 created "2023-06-28" @default.
- W4382300957 creator A5007575899 @default.
- W4382300957 creator A5036726371 @default.
- W4382300957 date "2023-05-13" @default.
- W4382300957 modified "2023-09-25" @default.
- W4382300957 title "Investor sentiment and the risk–return relation: A two‐in‐one approach" @default.
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