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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"areturn relation"" "subject:"evereturn relation""

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Institutional investor sentiment, beta, and stock returns

Wang, Wenzhao 09 March 2020 (has links)
Yes / This paper examines the role of institutional investor sentiment in determination of the beta-return relation. Empirical evidence documents a positive (negative) beta-return relation over bearish (bullish) periods, implying that institutional investors can also be sentiment traders.
Institutional investor sentiment
Beta-return relation
Capital asset pricing model (CAPM)
Risk-return tradeoff
Security market line (SML)

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