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1 Chung, S. L., "When does investor sentiment predict stock returns?" 19 : 217-240, 2012
2 Kim, D., "Time-varying expected momentum profits" 49 : 191-215, 2014
3 Stambaugh, R. F., "The short of it: Investor sentiment and anomalies" 104 : 288-302, 2012
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5 Loughran, T., "The new issues puzzle" 50 : 23-51, 1995
6 Brav, A., "The long-run underperformance of seasoned equity offerings revisited, Working paper" University of Chicago 1996
7 Ritter, J. R., "The long-run performance of initial public offerings" 46 : 3-27, 1991
8 Sibley, S. E., "The information content of the sentiment index" 62 : 164-179, 2016
9 Kim, D., "The errors-in-variables problem in the cross-section of expected stock returns" 50 : 1605-1634, 1995
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