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Session Overview
Session
APE 07: Sentiments, Biases and Stock Returns
Time:
Thursday, 26/Aug/2021:
5:30pm - 7:00pm

Session Chair: Lawrence Jin, California Institute of Technology
Location: Stream 03

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Presentations
ID: 442

Investor Sentiment and the Pricing of Characteristics-Based Factors

Zhuo Chen1, Bibo Liu1, Huijun Wang2, Zhengwei Wang1, Jianfeng Yu1

1Tsinghua University; 2University of Melbourne

Discussant: Thummim Cho (London School of Economics)

442-APE-EFA2021-Investor Sentiment and the Pricing of Characteristics-Based Factors.pdf


ID: 1847

Horizon Bias and the Term Structure of Equity Returns

Peter Kelly2, Stefano Cassella1, Benjamin Golez2, Huseyin Gulen3

1Tilburg University; 2University of Notre Dame; 3Purdue University

Discussant: Katrin Godker (Maastricht University)

1847-APE-EFA2021-Horizon Bias and the Term Structure of Equity Returns.pdf


ID: 928

Music Sentiment and Stock Returns Around the World

Alex Edmans2, Adrian Fernandez-Perez3, Alexandre Garel1, Ivan Indriawan3

1Audencia Business School, France; 2London Business School, United Kingdom; 3Auckland University of Technology, New Zealand

Discussant: Nancy Xu (Boston College)

928-APE-EFA2021-Music Sentiment and Stock Returns Around the World.pdf


 
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