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On Kernels and Sentiment

References A-D

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Daniel, K., D. Hirshleifer, and A. Subrahmanyam, 2000. “Investor Overconfidence, Covariance Risk, and Predictors of Securities Returns,” Journal of Finance, forthcoming.

Das. S., and R. Sundaram, 1999. “Of Smiles and Smirks: A Term Structure Perspective,” Journal of Quantitative and Financial Analysis 34, 211-240.

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Detemple, J. and S. Murthy, 1997. “Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints,” McGill University/Rutgers University working paper.

Diz, F. and T.J. Finucane, 1993. “Do the Options Markets Really Overreact?,” Journal of Dupire, B., 1994. “ Pricing With a Smile,” Risk 7, 18-20.

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Prof. Hersh Shefrin

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