Investor Sentiment and Asset Pricing: A Review

dc.contributor.author	Gunathilaka, C.
dc.date.accessioned	2018-11-07T05:21:14Z
dc.date.available	2018-11-07T05:21:14Z
dc.date.issued	2017
dc.identifier.citation	Gunathilaka, C. (2017) "Investor Sentiment and Asset Pricing: A Review", Vidyodaya Journal of Management, Vol. 03(1), pp. 77-91	en_US
dc.identifier.uri	http://dr.lib.sjp.ac.lk/handle/123456789/7049
dc.description.abstract	This paper reviews literature on asset pricing and investor sentiment. It provides a fair accumulation of evidence with an objective of showing how productive has been the effort of modelling market sentiment in pricing assets. Research efforts in modelling non-standard investor behaviour have been successful in explaining aggregate predictability. However, despite the financial innovations and discussions on investor sentiment that happened in US markets, empirical work in emerging markets is still preliminary. The paper inquires the extent that the existing asset pricing models price the assets in the economy. Keywords Investor, Pricing, Returns, Sentiment	en_US
dc.language.iso	en	en_US
dc.publisher	University of Sri Jayewardenepura, Nugegoda	en_US
dc.title	Investor Sentiment and Asset Pricing: A Review	en_US
dc.type	Article	en_US