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Stock market volatility, excess returns, and the role of investor sentiment

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  • Lee, Wayne Y.
  • Jiang, Christine X.
  • Indro, Daniel C.

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  • Lee, Wayne Y. & Jiang, Christine X. & Indro, Daniel C., 2002. "Stock market volatility, excess returns, and the role of investor sentiment," Journal of Banking & Finance, Elsevier, vol. 26(12), pages 2277-2299.
    • Handle: RePEc:eee:jbfina:v:26:y:2002:i:12:p:2277-2299
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