5151 State University Dr.
Simpson Tower F316
Los Angeles, CA CA 90032
United States
California State University, Los Angeles
Time-series forecast dispersion; Cross-sectional forecast dispersion; Analysts' earnings forecasts; Systematic risk components; Idiosyncratic volatility; Macroeconomic conditions
Investor sentiment; Anomalies; Risk factors; Macroeconomic variables; Sentiment-related overpricing
Financial distress puzzle, Short sale constraints, Degree of mispricing, Asymmetric pricing effect, Benchmark-adjusted returns
Financial Distress Puzzle, Short Sale Constraints, Degree of Mispricing, Asymmetric Pricing Effect, Benchmark-Adjusted Returns
Investor sentiment, Anomalies, Risk factors, Macroeconomic variables, Sentiment-related overpricing