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Day of the week and the cross-section of returns
Birru, Justin - In: Journal of financial economics 130 (2018) 1, pp. 182-214
Persistent link: https://www.econbiz.de/10012051293
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Industry familiarity and trading: Evidence from the personal portfolios of industry insiders
Ben-David, Itzhak; Birru, Justin; Rossi, Andrea - In: Journal of financial economics 132 (2019) 1, pp. 49-75
Persistent link: https://www.econbiz.de/10012134771
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Nominal price illusion
Birru, Justin; Wang, Baolian - In: Journal of financial economics 119 (2016) 3, pp. 578-598
Persistent link: https://www.econbiz.de/10011589946
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The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
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Investor attention, psychological anchors, and stock return predictability
Li, Jun; Yu, Jianfeng - In: Journal of financial economics 104 (2012) 2, pp. 401-419
Persistent link: https://www.econbiz.de/10009621130
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The short of it : investor sentiment and anomalies
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 104 (2012) 2, pp. 288-302
Persistent link: https://www.econbiz.de/10009621139
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Investor sentiment and the mean-variance relation
Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 100 (2011) 2, pp. 367-381
Persistent link: https://www.econbiz.de/10009242221