50 Stamford Road
Singapore , 178899
Singapore Management University - Lee Kong Chian School of Business
in Total Papers Downloads
Investor Sentiment, Asset Pricing, Return Predictability, Cash Flow, Discount Rate
Return predictability; Mean reversion; Momentum; Market risk premium; Leading economic indicator; 200-day moving average; Business cycle
Cost behavior; sticky costs; operating costs; investor underreaction; limits to arbitrage.
Return predictability, asset pricing, stochastic discount factor, habit formation, long-run risks, rare disaster
Price Momentum, Fundamental Momentum, Twin Momentum
Portfolio allocation, Mean-variance analysis, Factor model, Asset pricing
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