Work

The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2103302

Authors: Robert F. Stambaugh, Jianfeng Yu, Yu Yuan

Institutions: National Bureau of Economic Research, University of Pennsylvania, Tsinghua University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2101967809

Cites: 46

Cited by: 61

Related to: 10