Effects of Investor Sentiment on Excess Return in Fama-French Five-Factor Model
Objective: This study examined the effects of investor sentiment index on excess return in the Fama-French five-factor model, in the companies listed in the Tehran Stock Exchange in the period 2009 to 2015. Methods: Data collection was based on document mining and referral to databases, and data ana...
Main Authors: | , |
---|---|
Format: | Article |
Language: | fas |
Published: |
Shahid Bahonar University of Kerman
2019-02-01
|
Series: | مجله دانش حسابداری |
Subjects: | |
Online Access: | https://jak.uk.ac.ir/article_2180_71dc47ca8601dbd20472e5fe29c5d158.pdf |