Investor Sentiment, Limits to Arbitrage, and Hard-to-Value Stocks

Z. Zhu () and D. Shen
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Z. Zhu: Audencia Business School

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Abstract: Our study shows that the existence and magnitude of a mispricing depend on two factors, i.e., investor sentiment and limits to arbitrage, reinforce and undermine each other.

Keywords: Investor sentiment; Limits to arbitrage; Mispricing (search for similar items in EconPapers)
Date: 2025-08
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Published in Review of Quantitative Finance and Accounting, 2025, ⟨10.1007/s11156-024-01353-6⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05177837

DOI: 10.1007/s11156-024-01353-6

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