Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism
Author:
Affiliation:
1. University of Piraeus
2. Shaheed Zulfikar Ali Bhutto Institute of Science and Technology (SZABIST)
Publisher
Informa UK Limited
Subject
Finance,Experimental and Cognitive Psychology
Link
https://www.tandfonline.com/doi/pdf/10.1080/15427560.2018.1431885
Reference45 articles.
1. Another look at the instrumental variable estimation of error-components models
2. The psychology of sunk cost
3. Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
4. Does Pricing Profits Lead to a Higher Equity Premium
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