The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange

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mehrani kiarash; Madanchi Zaj Mehdi

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Paper Information

Journal: JOURNAL OF FINANCIAL MANAGEMENT STRATEGY Year:2018 | Volume:6 | Issue:2 (21) Page(s): 131-158

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Information Journal Paper

Title

The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange

Author(s)

mehrani kiarash | Madanchi Zaj Mehdi | Issue Writer Certificate

Keywords

The Trading Behavior of InvestorsQ1

Investor’s SentimentQ1

Excess ReturnQ1

Abstract

How the behavioral pattern and investors` sentiment affect Excess Return is one of the challenges of today behavioral financial. The finance literature shows that a large part of the excess stock returns is not easily explained by fundamental factors. The purpose of this study is to investigate the effect of investors` sentiment index and volume of stoke traded to explain stock Excess Returns in Tehran stock exchange. In this study, an attempt was made to use the data of 155 companies listed in Tehran Stock Exchange during the period 2011-2015. Regressions were used to examine the effect of The Trading Behavior of Investors, investor’ s sentiment on the Excess Return. The results show that The Trading Behavior of Investors has effects on the value of assets (Excess Return) and investors` sentiment affects the value of assets.

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APA: Copy

mehrani, kiarash, & Madanchi Zaj, Mehdi. (2018). The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, 6(2 (21) ), 131-158. SID. https://sid.ir/paper/261603/en

Vancouver: Copy

mehrani kiarash, Madanchi Zaj Mehdi. The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY[Internet]. 2018;6(2 (21) ):131-158. Available from: https://sid.ir/paper/261603/en

IEEE: Copy

kiarash mehrani, and Mehdi Madanchi Zaj, “The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange,” JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, vol. 6, no. 2 (21) , pp. 131–158, 2018, [Online]. Available: https://sid.ir/paper/261603/en

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