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
|