Journal article

Sentiment and stock returns: The SAD anomaly revisited

Patrick J Kelly, Felix Meschke

Journal of Banking & Finance | ELSEVIER | Published : 2010

DOI: 10.1016/j.jbankfin.2009.11.027

University of Melbourne Researchers

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26Web of Science
32Scopus

Keywords

Business & Economics
Epidemiologic Findings
Risk-Taking
Economics
Sensation-Seeking
Winter Depression
Asset Pricing
Behavior
Market Seasonality
Business, Finance
Seasonal Affective-Disorder
Negative Mood States
Prevalence
Behavioral Finance
Seasonal Affective Disorder
Decision
Social Sciences
Market Efficiency
Predictability
Seasonality
Investor Behavior