The mean-variance relation and the role of institutional investor sentiment
| dc.contributor.author | Wang, Wenzhao | |
| dc.date.accessioned | 2020-03-09T15:49:55Z | |
| dc.date.accessioned | 2020-04-08T14:23:40Z | |
| dc.date.available | 2020-03-09T15:49:55Z | |
| dc.date.available | 2020-04-08T14:23:40Z | |
| dc.date.issued | 2018-07 | |
| dc.identifier.citation | Wang W (2018) The mean-variance relation and the role of institutional investor sentiment. Economics Letters. 168: 61-64. | en_US |
| dc.identifier.uri | http://hdl.handle.net/10454/17747 | |
| dc.description | Yes | en_US |
| dc.description.abstract | This paper investigates the role of institutional investor sentiment in the mean–variance relation. We find market returns are negatively (positively) related to market’s conditional volatility over bullish (bearish) periods. The evidence indicates institutional investors to be sentiment traders as well. | en_US |
| dc.language.iso | en | en_US |
| dc.relation.isreferencedby | https://doi.org/10.1016/j.econlet.2018.04.008 | en_US |
| dc.rights | © 2018 Elsevier B.V. All rights reserved. Reproduced in accordance with the publisher's self-archiving policy. This manuscript version is made available under the CC-BY-NC-ND 4.0 license. | |
| dc.subject | Institutional investor sentiment | en_US |
| dc.subject | Mean-variance relation | en_US |
| dc.subject | Risk-return tradeoff | en_US |
| dc.title | The mean-variance relation and the role of institutional investor sentiment | en_US |
| dc.status.refereed | Yes | en_US |
| dc.date.Accepted | 2018-04-06 | |
| dc.date.application | 2018-04-13 | |
| dc.type | Article | en_US |
| dc.type.version | Accepted Manuscript | en_US |
| dc.date.updated | 2020-03-09T15:49:55Z | |
| refterms.dateFOA | 2020-04-15T14:51:05Z |
