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Antonio Rúa Vieites

Department of Quantitative Methods

Alberto Aguilera 21

Madrid

Spain

SCHOLARLY PAPERS

1

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68

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0

Scholarly Papers (1)

1.

Sense and Sentiment: A Behavioral Approach to Risk Premium Modelling

REFC -Spanish Journal of Finance and Accounting, 2019
Number of pages: 43 Posted: 04 Jun 2019 Last Revised: 11 Jun 2019
Comillas Pontifical University (ICADE), Department of Quantitative Methods and Comillas Pontifical University - Department of Financial Management
Downloads 68 (891,180)

Abstract:

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risk premium, sentiment, valuation, beta, momentum