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...

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Bibliographic Details
Main Authors: Yahya Kamyabi (Ph.D), Seyedeh Zahra Nasiri
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