Value Risk Premium and Stock Returns in Kenya: Exploring the Moderating Effect of Investor Sentiment
Purpose:Prior literature has focused on the direct effect of firm level fundamental characteristics on stock returns while ignoring the likely effect of investor irrationality on asset pricing decisions. The purpose of this study is to investigate the role of investor sentiment in the relationship b...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
CSRC Publishing
2021-09-01
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| Series: | Journal of Accounting and Finance in Emerging Economies |
| Subjects: | |
| Online Access: | https://publishing.globalcsrc.org/ojs/index.php/jafee/article/view/1992 |