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Ahmed Boujlida

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Oct 2026

Do limits to arbitrage and mispricing explain belief heterogeneity? Evidence from an emerging market

This study aims to examine whether mispricing and limits to arbitrage explain belief heterogeneity in the Tunisian stock market, while accounting for investor sentiment in an emerging market context. Using portfolio sorting and Fama–MacBeth regressions, this study analyzes stock returns from July 2007 to Jul...

Ahmed Boujlida, A. Hasnaoui, Ezzeddine Ben Mohamed et al. · 0 citations

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