Open AccessThe Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
Author(s) -
Robert F. Stambaugh,
Jianfeng Yu,
Yu Yuan
Publication year - 2012
Language(s) - English
Resource type - Reports
DOI - 10.3386/w18231
Subject(s) - anomaly (physics) , odds , econometrics , medicine , economics , physics , logistic regression , condensed matter physics