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Nanying Lin

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Articles

Sentiment and the cross‐section of expected stock returns

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By Lei Lu, Gady Jacoby, Chi Liao, Nanying Lin
| Wiley Online Library Verified
Supporting Information Filename Description fire12380-sup-0001-SuppMat.docx61.9 KB Supporting Information REFERENCES (2002). Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets, 5(1), 31–56. , , , & (2006). The cross section of volatility and expected returns. Journal of Finance, 61(1), 259–299. , , & (2013). Cognitive dissonance, sentiment, and momentum. Journal of Financial and Quantitative Analysis, 48(1), 245–275. , , & (2015).
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