Shanghai Jiao Tong University
211 West Huaihai Road
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Philadelphia, PA 19104-6374
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
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Investor Sentiment, Anomaly, Short-sale Constraint
Factor Models, Anomalies, Mispricing, Investor Sentiment
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Sentiment, Return predictability
investor sentiment, mean-variance relation, volatility
arbitrage risk, idiosyncratic volatility puzzle, short-sale constraints, investor sentiment
Attention, Individual investor, Trading
investor sentiment, anomalies, spurious regressors
Anomalies, Data Mining, Idiosyncratic Volatility, Mispricing
beta anomaly, IVOL anomaly, investor sentiment
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