Investor Sentiment and Idiosyncratic Risk: Implications on Expected Market Returns
Grant Data
Project Title
Investor Sentiment and Idiosyncratic Risk: Implications on Expected Market Returns
Principal Investigator
Dr Gao, Xiaohui
(Principal Investigator (PI))
Co-Investigator(s)
Dr Yuan Yu
(Co-Investigator)
Dr Yu Jianfeng
(Co-Investigator)
Duration
24
Start Date
2010-09-30
Amount
162800
Conference Title
Investor Sentiment and Idiosyncratic Risk: Implications on Expected Market Returns
Presentation Title
Keywords
Idiosyncratic Risk, Investor Sentiment, Stock Return
Discipline
Finance
Panel
Humanities & Social Sciences (H)
HKU Project Code
HKU 744610H
Grant Type
General Research Fund (GRF)
Funding Year
2010
Status
Completed