Investigating the Impact of Investor's Sentiment and Trading Behavior on Excess Return: Revised Fama and French Five Factor Model
Objectives: Since the 1990s, the determination of the fair value of financial assets and whether this value depends only on fundamental factors in pricing models or is influenced by behavioral and psychological factors has always been a debatable issue. The behavioral finance field focuses on issues...
Main Authors: | , |
---|---|
Format: | Article |
Language: | fas |
Published: |
University of Isfahan
2019-12-01
|
Series: | Journal of Asset Management and Financing |
Subjects: | |
Online Access: | https://amf.ui.ac.ir/article_24358_2421f7376f5dc508e0307646bc8111d3.pdf |