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Is Sentiment the Solution to the Risk-Return Puzzle? A (Cautionary) Note

Lookup NU author(s): Sze Ung, Professor Bartosz GebkaORCiD, Dr Robert AndersonORCiD



This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0).

Publication metadata

Author(s): Ung SN, Gebka B, Anderson RDJ

Publication type: Article

Publication status: Published

Journal: Journal of Behavioral and Experimental Finance

Year: 2023

Volume: 37

Print publication date: 01/03/2023

Online publication date: 10/01/2023

Acceptance date: 06/01/2023

Date deposited: 09/08/2021

ISSN (print): 2214-6350

ISSN (electronic): 2214-6369

Publisher: Elsevier BV


DOI: 10.1016/j.jbef.2023.100787


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