The short of it: Investor sentiment and anomalies

Journal of Financial Economics - Tập 104 - Trang 288-302 - 2012
Robert F. Stambaugh1,2, Jianfeng Yu3, Yu Yuan1
1The Wharton School, University of Pennsylvania, 3620 Locust Walk Suite 2300, Philadelphia, PA 19104, United States
2NBER, United States
3The Carlson School of Management, University of Minnesota, 321 19th Avenue South, Suite 3-122, Minneapolis, MN 55455, United States

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