Testing the Sentiment-Scaled CAPM Model in China:
Evidence from the Shanghai Stock Exchange

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Testing the Sentiment-Scaled CAPM Model in China: Evidence from the Shanghai Stock Exchange

Purpose The purpose of this study is to use investor sentiment as a conditional variable in the Capital Asset Pricing Model (CAPM) and test the validity of this sentiment-scaled CAPM by conducting cross-sectional return tests on Shanghai Stock Exchange. Data For all the stocks listed on the Shang...

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Bibliographic Details
Main Author:	Sun, Shukun
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Online Access:	https://eprints.nottingham.ac.uk/66442/

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