THE LONG OF IT: ODDS THAT INVESTOR SENTIMENT SPURIOUSLY PREDICTS ANOMALY RETURNS
Year of publication: |
2012
|
---|---|
Authors: | Stambaugh, Robert F ; Yu, Jianfeng ; Yuan, Yu |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2012, 18231
|
Saved in:
Saved in favorites
Similar items by person
-
THE SHORT OF IT: INVESTOR SENTIMENT AND ANOMALIES
Stambaugh, Robert F, (2011)
-
Investor sentiment and the mean-variance relation
Yu, Jianfeng, (2011)
-
The Short of It: Investor Sentiment and Anomalies
Stambaugh, Robert F., (2011)
- More ...