Risk Factors in the German Stock Market: Can Sentiment Improve the Performance of Traditional Multifactor Models?

Risk Factors in the German Stock Market: Can Sentiment Improve the Performance of Traditional Multifactor Models?

Capital market research usually focuses on the investment decision of a risk-averse investor, who determines the relationship between risky assets and risk-free investment. Furthermore, numerous capital market models assume normally distributed security returns and rational investors. In this framew...

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Bibliographic Details
Main Authors: Emile David Hövel, Matthias Gehrke
Format: Article
Language:English
Published: ACRN Publishing 2022-01-01
Series:ACRN Journal of Finance and Risk Perspectives
Subjects:
stock market returns
risk management
behavioral finance
investor sentiment
germany
Online Access:https://www.acrn-journals.eu/resources/JOFRP11a.pdf

Internet

https://www.acrn-journals.eu/resources/JOFRP11a.pdf

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