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THE JOURNAL OF FINANCE • VOL. LXI, NO. 5 • OCTOBER 2006 Retail Investor Sentiment and Return

by Alok Kumar , Charles M. C. Lee , Xiang Cai , Shane Corwin , Richard Frankel , William Goetzmann , Hans Heidle , Dong Hong , George Korniotis , J. Spencer Martin , Robert Masson , Victor Mcgee , Terrance Odean , Galina Ovtcharova , Vicente Pons , Paul Schultz , Mark Seasholes , Robert Stambaugh