Caesar Han

University of Edinburgh

Tuvalu

SCHOLARLY PAPERS

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Ideas:
“  I am interested in asset pricing, investor sentiment, behavioural finance and financial economics.  ”

Scholarly Papers (1)

1.

Persistence of Investor Sentiment in the Past 50 Years: A Behavioural Perspective

Posted: 03 Dec 2018
University of Edinburgh, University of Bath, University of Edinburgh Business School and Cardiff Business School

Abstract:

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Market Sentiment, Structural Breaks, Equity Anomalies, Sentiment Predictability, Arbitrage