The Behaviour of Sentiment-Induced Share Returns: Measurement When Fundamentals Are Observable
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-33976-4_13
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4. Baker, M., & Wurgler, J. (2012). Comovement and predictability relationships between bonds and the cross-section of stocks. Review of Asset Pricing Studies, 1, 57–87.
5. Baker, M., Wurgler, J., & Yuan, Y. (2012). Global, local, and contagious investor sentiment. Journal of Financial Economics, 104, 272–287.
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