The short of it: Investor sentiment and anomaliesRobert F. Stambaugh, Jianfeng Yu, Yu Yuan2011-12-10articleJournal of Financial Economics1,781 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Analysis and Corporate GovernanceFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,781 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1936The General Theory of Employment, Interest and Money.1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets1990Noise Trader Risk in Financial Markets2006Investor Sentiment and the Cross‐Section of Stock Returns1980Financial Ratios and the Probabilistic Prediction of BankruptcyCited by2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns2011Global, local, and contagious investor sentiment2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects2015Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle2016Mispricing Factors2018Manager sentiment and stock returns2017Short and Long Horizon Behavioral Factors2014Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?