Christian Koeppel

University of St. Gallen

Langgasse 1

St. Gallen, 9008

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

319

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Sentiment Risk Premia in the Cross-Section of Global Equity

University of St.Gallen, School of Finance Research Paper No. 2018/17
Number of pages: 64 Posted: 04 Jun 2018 Last Revised: 21 Jan 2020
Roland Füss, Massimo Guidolin and Christian Koeppel
University of St. Gallen - School of Finance, Bocconi University - Department of Finance and University of St. Gallen
Downloads 219 (144,247)

Abstract:

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asset pricing; behavioral finance; financial markets; investor sentiment; sentiment risk premium

Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns

BAFFI CAREFIN Centre Research Paper No. 2019-116
Number of pages: 64 Posted: 24 Sep 2019
Massimo Guidolin, Roland Füss and Christian Koeppel
Bocconi University - Department of Finance, University of St. Gallen - School of Finance and University of St. Gallen
Downloads 100 (276,601)

Abstract:

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sentiment; Cross-section of international equity indices; Currency returns; Fama-MacBeth risk premia estimation