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dc.contributor.authorWang, Wenzhao
dc.date.accessioned2020-03-09T15:49:55Z
dc.date.accessioned2020-04-08T14:23:40Z
dc.date.available2020-03-09T15:49:55Z
dc.date.available2020-04-08T14:23:40Z
dc.date.issued2018-07
dc.identifier.citationWang W (2018) The mean-variance relation and the role of institutional investor sentiment. Economics Letters. 168: 61-64.en_US
dc.identifier.urihttp://hdl.handle.net/10454/17747
dc.descriptionYesen_US
dc.description.abstractThis 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.isoenen_US
dc.relation.isreferencedbyhttps://doi.org/10.1016/j.econlet.2018.04.008en_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.subjectInstitutional investor sentimenten_US
dc.subjectMean-variance relationen_US
dc.subjectRisk-return tradeoffen_US
dc.titleThe mean-variance relation and the role of institutional investor sentimenten_US
dc.status.refereedYesen_US
dc.date.Accepted2018-04-06
dc.date.application2018-04-13
dc.typeArticleen_US
dc.type.versionAccepted Manuscripten_US
dc.date.updated2020-03-09T15:49:55Z
refterms.dateFOA2020-04-15T14:51:05Z


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