1. AAFP Home Page http://www. abfp.com/aafp
2. we calculate a 3-month moving average to obtain the best performance. References Ang, A;Following Maio;Annual Review of Financial Economics,2012
3. Investor Sentiment and the Cross-Section of Stock Returns;M Baker;The Journal of Finance,2006
4. Empirical Asset Pricing: The Cross Section of Stock Returns: An Overview