A multidimensional Bayesian model to test the impact of investor sentiment on equity premium

Mehdi Mili, Jean-Michel Sahut, Frédéric Teulon, Lubica Hikkerova. A multidimensional Bayesian model to test the impact of investor sentiment on equity premium. Annals OR, 334(1):919-939, March 2024. [doi]

Abstract

Abstract is missing.