The effect of investors' sentiments and risk premium factors on stocks valuation

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Rostami jaz Hamid; TARIVERDI YADOLLAH; YAGHOOBNEZHAD AHMAD

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2019 | Volume:10 | Issue:39 Page(s): 91-111

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Title

The effect of investors' sentiments and risk premium factors on stocks valuation

Author(s)

Rostami jaz Hamid | TARIVERDI YADOLLAH | YAGHOOBNEZHAD AHMAD | Issue Writer Certificate

Keywords

Investor's SentimentsQ1

Risk PremiumQ1

Fundamental Value Of StockQ1

Abstract

The purpose of this study is to examine the relative importance of Risk Premium factors and the Investor's Sentiments to explain the deviations of the market price of the fundamental value of the stock of the companies. To achieve this goal, using the data of 95 companies during the financial periods from 2011 to 2016, the effect of the Investor's Sentiments and Risk Premium factors in explaining market price deviations from Fundamental Value Of Stocks has been investigated using multiple regression model. The results of the study showed that the deviation of the stock market value from the fundamental value of the stock can be explained by both the Investor's Sentiments and the Risk Premium. Negative effects of investor's sentiment lead to an assessment of below the stock market value relative to its fundamental values. The variable of the financial crisis also has no significant effect on the relationship between the Investor's Sentiments and the deviation of the stock market price from the fundamental value of the stock.

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APA: Copy

Rostami jaz, Hamid, TARIVERDI, YADOLLAH, & YAGHOOBNEZHAD, AHMAD. (2019). The effect of investors' sentiments and risk premium factors on stocks valuation. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 10(39 ), 91-111. SID. https://sid.ir/paper/197828/en

Vancouver: Copy

Rostami jaz Hamid, TARIVERDI YADOLLAH, YAGHOOBNEZHAD AHMAD. The effect of investors' sentiments and risk premium factors on stocks valuation. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2019;10(39 ):91-111. Available from: https://sid.ir/paper/197828/en

IEEE: Copy

Hamid Rostami jaz, YADOLLAH TARIVERDI, and AHMAD YAGHOOBNEZHAD, “The effect of investors' sentiments and risk premium factors on stocks valuation,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 10, no. 39 , pp. 91–111, 2019, [Online]. Available: https://sid.ir/paper/197828/en

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