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Volatility and Mispricing with Sentiment and Institutional Investors

The research suggests that high investor sentiment and increased institutionalization can decrease excess volatility and mispricing in stock returns.

Featured in No. 28 on 6 Dec 2023 ·

Released
11 Dec 2022
First featured
No. 28 · 6 Dec 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
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Identifier
SSRN 4649820

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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