Impact of the Investor's Mood State on Expected Return on Investment

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heidari haratemeh mostafa; ameri shahrabi mohsen

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Journal Paper

Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2020 | Volume:11 | Issue:42 Page(s): 362-386

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Information Journal Paper

Title

Impact of the Investor's Mood State on Expected Return on Investment

Author(s)

heidari haratemeh mostafa | ameri shahrabi mohsen | Issue Writer Certificate

Keywords

Investor moodQ1

Expected returnsQ1

Behavioral financeQ2

Risk attitudeQ1

Time preferenceQ1

Abstract

Several studies have examined the relationship between investor's mood and economic conditions. This paper examines the effect of investor sentiment on expected return on capital by considering changes in Lucas's model, considering equity and equity market prices in the context of pricing models and in the context of minor changes. How the slight changes in the mood factors (Time preference and risk aversion affect stock prices) are determined and calculated. The results show that: a) The expected rate of return on stocks is inversely related to the investor's mood state; b) When the investor has a good mood state, the effect of the mood state on the expected return on capital increases; c ) The variables of the mood state of affairs are more influential on the investment markets than on the securities market; d) The investor's mood state is an essential factor in the stock return; e) Integrating the investor's mood state with asset pricing patterns can help interpret existing evidence of growing maladies related to investor behavior.

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APA: Copy

heidari haratemeh, mostafa, & ameri shahrabi, mohsen. (2020). Impact of the Investor's Mood State on Expected Return on Investment. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 11(42 ), 362-386. SID. https://sid.ir/paper/365478/en

Vancouver: Copy

heidari haratemeh mostafa, ameri shahrabi mohsen. Impact of the Investor's Mood State on Expected Return on Investment. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2020;11(42 ):362-386. Available from: https://sid.ir/paper/365478/en

IEEE: Copy

mostafa heidari haratemeh, and mohsen ameri shahrabi, “Impact of the Investor's Mood State on Expected Return on Investment,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 11, no. 42 , pp. 362–386, 2020, [Online]. Available: https://sid.ir/paper/365478/en

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