Author:
Fan John Hua,Fernandez-Perez Adrian,Indriawan Ivan,Todorova Neda
Reference79 articles.
1. Market liquidity as a sentiment indicator;M Baker;Journal of Financial Markets,2004
2. Investor sentiment in the stock market;M Baker;Journal of Economic Perspectives,2007
3. A lottery-demand-based explanation of the beta anomaly;T G Bali;Journal of Financial and Quantitative Analysis,2017
4. Maxing out: Stocks as lotteries and the crosssection of expected returns;T G Bali;Journal of Financial Economics,2011