Investor sentiment and its role in asset pricing: An empirical study for India. (Record no. 52590)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01321nam a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190911175247.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190911b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pandey, Piyush |
| 9 (RLIN) | 34597 |
| 245 ## - TITLE STATEMENT | |
| Title | Investor sentiment and its role in asset pricing: An empirical study for India. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 127-144. p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | In this paper, we experiment with the construction of alternative investor sentiment indices. Further, we evaluate the role of the sentiment-based factor in asset pricing to explain prominent equity market anomalies such as size, value, and price momentum for India. Based on the findings, we confirm that our Composite Sentiment index leads other sentiment indices currently in vogue in investment literature. The asset pricing models, including the more recent Fama French 5 factor model, are not fully able to explain the small firm effect which is captured by our sentiment-based factor which seems to proxy for the price over-reactions. [ABSTRACT FROM AUTHOR] |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Capitalists & financiers |
| Uncontrolled term | Stock exchanges |
| Uncontrolled term | Pricing |
| Uncontrolled term | Assets (Accounting) |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sehgal, Sanjay |
| 9 (RLIN) | 34598 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 26346 |
| Host Itemnumber | 76543 |
| Main entry heading | RAVI aNSHUMAN V. |
| Place, publisher, and date of publication | BANGOLRE IIM BANGALORE 2011 |
| Other item identifier | 55510746 |
| Title | IIMB Management Review |
| International Standard Serial Number | 09793896 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 11/09/2019 | /Vol 31, Issue 2/ 55510746JA3 | 55510746JA3 | 11/09/2019 | 11/09/2019 |