The Portfolio Allocation Effects of Investor Sentiment about the Ability of Managers to Beat the Market
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- Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1991.
" Investor Sentiment and the Closed-End Fund Puzzle,"
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- Flynn, Sean Masaki, 2003. "Limited Arbitrage, Segmentation, and Investor Heterogeneity: Why the Law of One Price So Often Fails," Vassar College Department of Economics Working Paper Series 56, Vassar College Department of Economics.
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