The effect of US individual investor sentiment on industry‐specific stock returns and volatility
Author:
Publisher
Emerald
Subject
Strategy and Management,Finance,Accounting
Reference51 articles.
1. Do US stock prices deviate from their fundamental values? Some new evidence
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4. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
5. Industry and time specific deviations from fundamental values in a random coefficient model
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