The Behaviour of Sentiment-Induced Share Returns: Measurement When Fundamentals Are Observable View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2017

AUTHORS

Richard A. Brealey , Ian A. Cooper , Evi Kaplanis

ABSTRACT

We test the effect of sentiment on returns using a sample of upstream oil stocks where we have a good proxy for fundamental value. For this sample, the influence of sentiment is highly time-varying, appearing only after the post-2000 increased interest in oil-related assets. Contrary to the hard-to-arbitrage hypothesis, sentiment affects returns on these stocks principally through their fundamentals rather than through deviations from fundamentals. Retail investor sentiment predicts short-term momentum of fundamentals and Baker–Wurgler sentiment predicts mean reversion of fundamental factors. These effects appear in a portfolio that is long hard-to-arbitrage stocks and short easy-to-arbitrage stocks, but only because this portfolio has net exposure to fundamentals. More... »

PAGES

291-313

Book

TITLE

Portfolio Construction, Measurement, and Efficiency

ISBN

978-3-319-33974-0
978-3-319-33976-4

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-319-33976-4_13

DOI

http://dx.doi.org/10.1007/978-3-319-33976-4_13

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1051380003


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