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Cross-sectional anomalies and conditional asset pricing models based on investor sentiment: evidence from the Chinese stock market

Published Online: 2025-04-16

Authors

Zhou, Zhong‑Qiang

Wu, Jiajia

Huang, Ping

Xiong, Xiong https://orcid.org/0000-0002-3688-5184
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (72261002, 72141304)

Youth Foundation for Humanities and Social Sciences Research of the Ministry of Education (22YJC790190)

Student Research Program of Guizhou University of Finance and Economics (2022ZXS)

National Key Research and Development Program of China (2022YFC3303304)
License Information

Text and Data Mining valid from 2025-04-16

Version of Record valid from 2025-04-16
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Article History

Received: 31 July 2023

Accepted: 27 February 2025

First Online: 16 April 2025

Declarations

:

: The authors declare that they have no competing interests.

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