Robert Anderson

University of Newcastle - Economics

Lecturer in Economics

5 Barrack Road

Newcastle, Tyne and Wear NE1 4SE

United Kingdom

http://www.ncl.ac.uk/business/people/profile/robertanderson.html

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Scholarly Papers (1)

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Is sentiment the solution to the risk–return puzzle? A (cautionary) note

Ung, S.N., Gebka, B. and Anderson, R.D., 2023. Is sentiment the solution to the risk–return puzzle? A (cautionary) note. Journal of Behavioral and Experimental Finance, 37, p.100787.
Posted: 05 Jul 2023
Sze Nie Ung, Bartosz Gebka and Robert Anderson
Alliance Manchester Business School, Newcastle University Business School and University of Newcastle - Economics

Abstract:

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Risk–return trade-off; Investor sentiment; Market returns; Volatility risk