The Short of It: Investor Sentiment and Anomalies
收藏NBER2011-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16898
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资源简介：
This study explores the role of investor sentiment in a broad set of anomalies in cross-sectional stock returns. We consider a setting where the presence of market-wide sentiment is combined with the argument that overpricing should be more prevalent than underpricing, due to short-sale impediments.
提供机构：
美国国家经济研究局
创建时间：
2011-03-01
