Examining the Effects of Investor Sentiment Shocks on Normal and Abnormal Returns in the Oil Products Sector of the Tehran Stock Exchange: A PVAR Analysis

Examining the Effects of Investor Sentiment Shocks on Normal and Abnormal Returns in the Oil Products Sector of the Tehran Stock Exchange: A PVAR Analysis

AbstractThe behavioral finance perspective posits that fluctuations in security prices are significantly influenced by investors' emotional responses, which can, in turn, affect stock returns. Understanding the sources of stock price changes is critical within asset pricing theory, highlighting...

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Bibliographic Details
Main Authors: Mohammad Javad Zare Bahnamiri, Samira Balavar, vahid omidi
Format: Article
Language:fas
Published: University of Isfahan 2024-12-01
Series:Journal of Asset Management and Financing
Subjects:
abnormal return
investor sentiment
normal return
var model
Online Access:https://amf.ui.ac.ir/article_28751_597212dc0887cb9d6f30dd851eb01053.pdf
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