NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns

Robert F. Stambaugh, Jianfeng Yu, Yu Yuan

NBER Working Paper No. 18231
Issued in July 2012

---- Acknowledgements -----

The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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