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Economics, Public Policy, High Uncertainty +14

Investor Sentiment and the Cross‐Section of Stock Returns

Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 5.9K citations · Full text

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

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Economics, Volatility Modeling, Financial Economics +13

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James G. MacKinnon · Journal of Applied Econometrics · 1996 · 3K citations

Numerical Analysis, Engineering, Macroeconomic Forecasting +19