{"id":2688,"date":"2021-03-10T06:50:28","date_gmt":"2021-03-10T06:50:28","guid":{"rendered":"https:\/\/mgt.sjp.ac.lk\/vjm\/?page_id=2688"},"modified":"2021-03-10T06:52:04","modified_gmt":"2021-03-10T06:52:04","slug":"investor-sentiment-and-asset-pricing-a-review","status":"publish","type":"page","link":"https:\/\/mgt.sjp.ac.lk\/vjm\/2017-volume-3-number-01\/investor-sentiment-and-asset-pricing-a-review\/","title":{"rendered":"Investor Sentiment and Asset Pricing: A Review"},"content":{"rendered":"<p><section class=\"kc-elm kc-css-14203 kc_row\"><div class=\"kc-row-container  kc-container\"><div class=\"kc-wrap-columns\"><div class=\"kc-elm kc-css-727665 kc_column kc_col-sm-12\"><div class=\"kc-col-container\"><div class=\"kc-elm kc-css-938482 kc_text_block\"><\/p>\n<ul class=\"list4\">\n<li><span style=\"font-weight: 600;\">C. Gunathilaka<\/span><br \/><i style=\"color: #666666; font-size: 11pt;\">University of Sri Jayewardenepura, Sri Lanka<\/i><\/li>\n<li><span style=\"font-weight: 600;\">Abstract<\/span><br \/><i style=\"color: #666666; font-size: 11pt;\">This paper reviews literature on asset pricing and investor sentiment. It provides a fair accumulation of evidence with an objective of showing how productive has been the effort of modelling market sentiment in pricing assets. Research efforts in modelling non-standard investor behaviour have been successful in explaining aggregate predictability. However, despite the financial innovations and discussions on investor sentiment that happened in US markets, empirical work in emerging markets is still preliminary. The paper inquires the extent that the existing asset pricing models price the assets in the economy.<\/i><\/li>\n<li><span style=\"font-weight: 600;\">Keywords<\/span><br \/><i style=\"color: #666666; font-size: 11pt;\">Investor, Pricing, Returns, Sentiment<\/i><\/li>\n<\/ul>\n<p>\n<\/div><\/div><\/div><\/div><\/div><\/section><section class=\"kc-elm kc-css-667644 kc_row\"><div class=\"kc-row-container  kc-container\"><div class=\"kc-wrap-columns\"><div class=\"kc-elm kc-css-110651 kc_col-sm-12 kc_column kc_col-sm-12\"><div class=\"kc-col-container\"><div class=\"kc-elm kc-css-897393\" style=\"height: 20px; clear: both; width:100%;\"><\/div><\/div><\/div><\/div><\/div><\/section><section class=\"kc-elm kc-css-197652 kc_row\"><div class=\"kc-row-container  kc-container\"><div class=\"kc-wrap-columns\"><div class=\"kc-elm kc-css-375106 kc_column kc_col-sm-12\"><div class=\"kc-col-container\"><div class=\"kc-elm kc-css-507806 kc_text_block\"><\/p>\n<p><b>Download<\/b><\/p>\n<p>\n<\/div><\/div><\/div><\/div><\/div><\/section><section class=\"kc-elm kc-css-929463 kc_row\"><div class=\"kc-row-container  kc-container\"><div class=\"kc-wrap-columns\"><div class=\"kc-elm kc-css-52557 kc_col-sm-12 kc_column kc_col-sm-12\"><div class=\"kc-col-container\"><div class=\"kc-elm kc-css-705373 kc-icon-wrapper\">\n\t\t<a href=\"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-content\/uploads\/2021\/03\/Investor-Sentiment-and-Asset-Pricing-1.pdf\" target=\"_self\" title=\"\">\n\t\t<i class=\"fa-file-pdf\"><\/i>\n\t\t<\/a>\n\t<\/div>\n<\/div><\/div><\/div><\/div><\/section><\/p>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":2,"featured_media":0,"parent":2666,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/pages\/2688"}],"collection":[{"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/comments?post=2688"}],"version-history":[{"count":2,"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/pages\/2688\/revisions"}],"predecessor-version":[{"id":2690,"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/pages\/2688\/revisions\/2690"}],"up":[{"embeddable":true,"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/pages\/2666"}],"wp:attachment":[{"href":"https:\/\/mgt.sjp.ac.lk\/vjm\/wp-json\/wp\/v2\/media?parent=2688"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}