BRADFORD SCHOLARS

    • Sign in
    View Item 
    •   Bradford Scholars
    • Management and Law
    • Management and Law Publications
    • View Item
    •   Bradford Scholars
    • Management and Law
    • Management and Law Publications
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browse

    All of Bradford ScholarsCommunitiesAuthorsTitlesSubjectsPublication DateThis CollectionAuthorsTitlesSubjectsPublication Date

    My Account

    Sign in

    HELP

    Bradford Scholars FAQsCopyright Fact SheetPolicies Fact SheetDeposit Terms and ConditionsDigital Preservation Policy

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Institutional investor sentiment, beta, and stock returns

    • CSV
    • RefMan
    • EndNote
    • BibTex
    • RefWorks
    Thumbnail
    View/Open
    Wang_Finance_Research_Letters.pdf (286.8Kb)
    Download
    Publication date
    2020-11
    Author
    Wang, Wenzhao
    Keyword
    Institutional investor sentiment
    Beta-return relation
    Capital asset pricing model (CAPM)
    Risk-return tradeoff
    Security market line (SML)
    Rights
    © 2019 Elsevier Inc. 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.
    Peer-Reviewed
    Yes
    
    Metadata
    Show full item record
    Abstract
    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.
    URI
    http://hdl.handle.net/10454/17748
    Version
    Accepted Manuscript
    Citation
    Wang W (2020) Institutional investor sentiment, beta, and stock returns. Finance Research Letters. 37: 101374.
    Link to publisher’s version
    https://doi.org/10.1016/j.frl.2019.101374
    Type
    Article
    Collections
    Management and Law Publications

    entitlement

     
    DSpace software (copyright © 2002 - 2023)  DuraSpace
    Quick Guide | Contact Us
    Open Repository is a service operated by 
    Atmire NV
     

    Export search results

    The export option will allow you to export the current search results of the entered query to a file. Different formats are available for download. To export the items, click on the button corresponding with the preferred download format.

    By default, clicking on the export buttons will result in a download of the allowed maximum amount of items.

    To select a subset of the search results, click "Selective Export" button and make a selection of the items you want to export. The amount of items that can be exported at once is similarly restricted as the full export.

    After making a selection, click one of the export format buttons. The amount of items that will be exported is indicated in the bubble next to export format.