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Shixiang Zhu
Qufu Normal University
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
The Pricing of Investor Sentiment Factor Based on X-Capm Model
Number of pages: 40
Posted: 29 Jun 2023
Jiawei Xia
,
ye zhiqiang
,
Shunming Zhang
and Shixiang Zhu
affiliation not provided to SSRN
,
affiliation not provided to SSRN
, Renmin University of China and Qufu Normal University
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Abstract:
investor sentiment, X-CAPM, Investors' extrapolation, Risk-factor pricing, FF3 model
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