Cross-sectional anomalies and conditional asset pricing models based on investor sentiment: evidence from the Chinese stock market
Abstract This study examines a comprehensive set of 30 cross-sectional anomalies in the Chinese A-share market to investigate whether incorporating investor sentiment as conditioning information enhances the explanatory power of asset pricing models. Utilizing a long–short portfolio strategy and Fam...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-04-01
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| Series: | Financial Innovation |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-025-00774-z |
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