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The Short of It: Investor Sentiment and Anomalies. (2011). Yuan, Yu ; Stambaugh, Robert.
In: NBER Working Papers.
RePEc:nbr:nberwo:16898.

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Cited: 7

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Cites: 17

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Cocites: 50

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Coauthors: 0

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Citations received by this document

  1. Does price limit improve price discovery? Evidence from IPO market in a quasi-natural experiment. (2023). Zhou, Sili ; Cao, Xiaping ; Wang, Yuchen.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002317.

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  2. Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984.

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  3. Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent .
    In: Papers.
    RePEc:arx:papers:2003.10419.

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  4. IPO first?day returns: Skewness preference, investor sentiment and uncertainty underlying factors. (2014). ben Aissia, Dorsaf.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:23:y:2014:i:3:p:148-154.

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  5. IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors. (2014). ben Aissia, Dorsaf .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:23:y:2014:i:3:p:148-154.

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  6. The cross-section of conditional mutual fund performance in European stock markets. (2012). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0903r.

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  7. Decomposing short-term return reversal. (2011). Schaumburg, Ernst ; Da, Zhi ; Liu, Qianqiu .
    In: Staff Reports.
    RePEc:fip:fednsr:513.

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References

References cited by this document

  1. Antoniou, Constantinos, John A. Doukas, and Avanidhar Subrahmanyam, 2010, Sentiment and momentum, working paper, UCLA.
    Paper not yet in RePEc: Add citation now
  2. Avramov, Doron, Tarun Chordia, Gergana Jostova, and Alexander Philipov, 2010, Anomalies and financial distress, working paper, Hebrew University.
    Paper not yet in RePEc: Add citation now

  3. Baker, Malcolm, and Jeffrey Wurgler, 2006, Investor Sentiment and the Cross-section of Stock Returns, Journal of Finance, 61, 16451680.

  4. Baker, Malcolm, Jeffrey Wurgler, and Yu Yuan, 2009, Global, Local, and Contagious Investor Sentiment, Working paper, Harvard University.

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  11. Cooper, Michael J., Huseyin Gulen, and Michael J. Schill, 2008, Asset growth and the crosssection of stock returns, Journal of Finance 63, 16091652.

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Cocites

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    In: Journal of Financial Economics.
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  5. Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong .
    In: Economic Modelling.
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  8. Dynamic asset pricing model with heterogeneous sentiments. (2013). Yang, Chunpeng ; Zhang, Rengui .
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  9. Does attention affect individual investors investment return?. (2012). Huang, Jing ; Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng .
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  11. Investor sentiment and stock returns: Wenchuan Earthquake. (2012). Shan, Liwei ; Gong, Stephen X..
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  12. Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis. (2012). Chou, Robin K. ; Lin, Yueh-Hsiang ; Chen, Sheng-Syan ; Chang, Shao-Chi.
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  13. Local Bias and Stock Market Conditions. (2012). Laeven, Luc ; Giannetti, Mariassunta.
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  14. Market response to investor sentiment. (2011). Theissen, Erik ; Westheide, Christian ; Hengelbrock, Jordis .
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