Investor Sentiment and the Cross-Section of Stock Returns
收藏NBER2004-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10449
下载链接
链接失效反馈官方服务：
资源简介：
We examine how investor sentiment affects the cross-section of stock returns. Theory predicts that a broad wave of sentiment will disproportionately affect stocks whose valuations are highly subjective and are difficult to arbitrage. We test this prediction by studying how the cross-section of
提供机构：
美国国家经济研究局
创建时间：
2004-04-01
