Testing sentiment pricing: an analysis of economic policy uncertainty in European stock market

Ruggeri, Eugenia (A.A. 2018/2019) Testing sentiment pricing: an analysis of economic policy uncertainty in European stock market. Tesi di Laurea in Asset management, Luiss Guido Carli, relatore Paolo Porchia, pp. 98. [Master's Degree Thesis]

[img] PDF (Full text)
Restricted to Registered users only
Download (2MB) | Request a copy

Abstract/Index

Behind sentiment: the efficient market theory and behavioural finance. Challenges to efficient market and behavioural finance. Sentiment’s effects on financial markets. Sentiment index on perceived risk and uncertainty. The analysis on euro markets. The construction of a factor mimicking portfolio.

References

Bibliografia: pp. 74-77.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Asset management
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Borri, Nicola
Academic Year: 2018/2019
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 06 Apr 2020 08:08
Last Modified: 06 Apr 2020 08:08
URI: https://tesi.luiss.it/id/eprint/26265

Downloads

Downloads per month over past year

Repository Staff Only

View Item View Item