PhD Thesis Title: Asset Pricing implications of investor sentiment.
Supervisor: Professor Don Bredin
External Examiner: Professor Stuart Hyde, Manchester Business School
Deven’s Ph.D. thesis is titled, “Essays on asset pricing implications of investor sentiment”. This thesis examines the role of different investor sentiment measures in affecting security prices and also explores the role of the US investor sentiment in propagating its shocks across borders. As the significance of different sentiment measure is established, this thesis also demonstrates that sentiment augmented conditional asset pricing models often contributes in capturing the predictive power of firm attributes.