Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns

2019 ◽  
Vol 59 (1) ◽  
pp. 437-460 ◽  
Author(s):  
Liyun Zhou ◽  
Chunpeng Yang
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Investor Sentiment ◽  
Limited Arbitrage ◽  
The Cross

Investor Sentiment Indices and the Cross-section of Stock Returns of Individual Firms

2018 ◽  
Vol 47 (5) ◽  
pp. 1231-1260 ◽  
Author(s):  
Karam Kim ◽  
Doojin Ryu ◽  
Heejin Yang
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Investor Sentiment ◽  
The Cross

scholarly journals Investor Sentiment and the Cross-Section of Stock Returns

2006 ◽  
Vol 61 (4) ◽  
pp. 1645-1680 ◽  
Author(s):  
MALCOLM BAKER ◽  
JEFFREY WURGLER
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Investor Sentiment ◽  
The Cross
Sign in / Sign up

Export Citation Format

Share Document