The Short of It: Investor Sentiment and Anomalies
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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.
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美国国家经济研究局创建时间：
2011-03-01
