The short of it: Investor sentiment and anomalies

Journal of Financial Economics

Volumn 104, Issue 2, 2012, Pages 288-302

  Stambaugh, Robert F ^a,b   Yu, Jianfeng ^c   Yuan, Yu ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Anomalies; G12; G14; Investor sentiment

Indexed keywords

EID: 84862800661     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2011.12.001     Document Type: Article

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