000			01321nam a2200205 4500
999			_c52590 _d52590
003			OSt
005			20190911175247.0
008			190911b ||||| |||| 00| 0 eng d
100			_aPandey, Piyush _934597
245			_aInvestor sentiment and its role in asset pricing: An empirical study for India.
300			_a127-144. p.
520			_aIn 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			_aCapitalists & financiers
653			_aStock exchanges
653			_aPricing
653			_aAssets (Accounting)
700			_aSehgal, Sanjay _934598
773	0		_026346 _976543 _aRAVI aNSHUMAN V. _dBANGOLRE IIM BANGALORE 2011 _o55510746 _tIIMB Management Review _x09793896
942			_2ddc _cJA-ARTICLE