Zhang, Rui and Liu, Qiong and Zhang, Qihan and Chen, Jia (2024) Research on the Impact of Investor Sentiment on Beta Anomalies in China's A Stock Market. In: Proceedings of the 5th International Conference on Economic Management and Model Engineering, ICEMME 2023, November 17–19, 2023, Beijing, China.
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Abstract
Asset pricing is one of the research hotspots in the financial field. In classic asset pricing models, traditional asset pricing models assume that the market is completely efficient, investors are completely rational, and the expected return on stocks is positively correlated with systemic risk. Ho
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:17 |
| Last Modified: | 17 Apr 2026 00:14 |
| URI: | http://eprints.eai.eu/id/eprint/47637 |
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