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)
Co-Investigator(s)
Dr Yuan Yu   (Co-Investigator)
Dr Yu Jianfeng   (Co-Investigator)
Duration
24
Start Date
2010-09-30
Completion Date
2012-09-29
Amount
162800
Conference Title
Presentation Title
Keywords
Investor Sentiment, Idiosyncratic Risk, Stock Return
Discipline
Finance
Panel
Humanities & Social Sciences (H)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 744610H
Grant Type
General Research Fund (GRF)
Funding Year
2010/2011
Status
Completed