Individual stock crowded trades, individual stock investor sentiment and excess returns
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DOI: 10.1016/j.najef.2016.06.001
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Keywords
Individual stock crowded trades; Individual stock investor sentiment; Excess returns; Asset pricing;JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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