The sentiment premium and macroeconomic announcements

Keyphrases

• Analysis Decision 33%
• Baker 33%
• Capital Budgeting 33%
• Evaluation Analysis 33%
• Expected Returns 33%
• Factor Loadings 66%
• Factor Premiums 66%
• Investment Analysis 33%
• Investor Sentiment 100%
• Lack of Information 33%
• Limits-to-arbitrage 33%
• Macroeconomic Announcements 100%
• Overpricing 33%
• Portfolio Investment 33%
• Portfolio Performance 33%
• Portfolio Risk 33%
• Return on Stock 33%
• Risk Analysis 33%
• State of the Economy 33%
• Underpricing 33%
• US Equity Market 33%

Economics, Econometrics and Finance

• Arbitrage 33%
• Investment Appraisal Techniques 33%
• Investor Sentiment 100%
• Macroeconomics 100%