Saumya Dash

IIT Kharagpur

IIT Kharagpur

Kharagpur, West Bengal 721302

India

SCHOLARLY PAPERS

2

DOWNLOADS

483

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Investor Sentiment and Stock Price: Evidence from India

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 22 Posted: 01 May 2013
Saumya Dash and Jitendra Mahakud
IIT Kharagpur and Indian Institute of Technology (IIT), Kharagpur
Downloads 404 (72,583)

Abstract:

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Investor sentiment, sentiment index, market return, long-run co-integration, causality effect

2.

Does Sentiment Risk Persist as Priced Risk Factor? A Multifactor Approach for Stock Return

Number of pages: 29 Posted: 19 Sep 2012
Saumya Dash
IIT Kharagpur
Downloads 79 (309,871)

Abstract:

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risk factor, multifactor model, liquidity risk, momentum strategy, stock return, sentiment risk