The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
收藏NBER2012-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18231
下载链接
链接失效反馈官方服务：
资源简介：
Extremely long odds accompany the chance that spurious-regression bias accounts for investor sentiment's observed role in stock-return anomalies. We replace investor sentiment with a simulated persistent series in regressions reported by Stambaugh, Yu and Yuan (2012), who find higher long-short
提供机构：
美国国家经济研究局
创建时间：
2012-07-01
