investor sentiment and mutual fund performance

Investor sentiment, reflecting investors' expectations of the market, is closely related to investors' trading behavior. This paper focuses on the impact of market investor sentiment on risk excess returns of 4288 mutual funds. We found that when investor sentiment rises, profit-oriented f...

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Bibliographic Details
Main Author: Zhang, Xiyue
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2022
Subjects:
Online Access:https://eprints.nottingham.ac.uk/70278/