Market sentiment and the Fama–French factor premia

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 136
Issue: C
Pages: 129-132

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We report new evidence that factor premia have strong dynamic effects on a range of sentiment measures, while the reverse effect is weak and only contemporaneous. Our analysis takes explicit account of endogeneity of sentiment measures to factor premia, and adopts statistical inference robust to non-normality and heteroscedasticity, which are largely neglected in the previous studies.

Technical Details

RePEc Handle
repec:eee:ecolet:v:136:y:2015:i:c:p:129-132
Journal Field
General
Author Count
2
Added to Database
2026-01-25