The long of it : odds that investor sentiment spuriously predicts anomaly returns
Robert F. Stambaugh; Jianfeng Yu; Yu Yuan
| Year of publication: |
2014
|
|---|---|
| Authors: | Stambaugh, Robert F. ; Yu, Jianfeng ; Yuan, Yu |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 114.2014, 3, p. 613-619
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| Subject: | Investor sentiment | Anomalies | Spurious regressors | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010532685