The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns

By Rob Stambaugh, Jianfeng Yu, Yu Yuan. 2014

155 citations recorded by the source corpus.

Subfields: Accounting, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/3419afa101e2edf68d4e485d367b573acf39653c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Guangda Ouyang
2. Fenghua Wen
3. Longhao Xu
4. Gang Kou

In Finance

1. Guangda Ouyang
2. Fenghua Wen
3. Longhao Xu
4. Gang Kou

In Management Science and Operations Research

1. Guangda Ouyang
2. Fenghua Wen
3. Longhao Xu
4. Gang Kou

Citations in the corpus

• Retail investor attention and stock price crash risk: Evidence from China (2019, background): “…biases of investors (e.g., overconfidence and herd mentality), mispricing could be strengthened and price discovery could be further delayed (Hou et al., 2006; Baker and Wurgler, 2006; Kumar and Lee, 2006; Seybert and Yang, 2012; Wurgler, 2012; Kim et al., 2014; Stambaugh et al., 2012, 2014).”
• Googling Investor Sentiment around the World (2019, unknown): “Their findings are confirmed by Stambaugh et al. (2014).”