text: “Aggregate Short Interest and Market Valuations,” by Owen Lamont and Jeremy Stein, American Economic Review May 2004.
  “Are Cover Stories Effective Contrarian Indicators,” by Tom Arnold, John H. Earl, and David S. North, Financial Analysts Journal 2007.
  “Investor Sentiment and the Cross Section of Stock Returns,” by Malcolm Baker and Jeff Wurgler, Journal of Finance, August 2006.
  “Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows,” by Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi, and Masahiro Watanabe, National Bureau of Economic Research, February 2003.
  “The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns,” by Robert F. Stambaugh, Jianfeng Yu, and Yu Yuan, National Bureau of Economic Research, July 2012.
  “Measuring Investor Sentiment with Mutual Fund Flows,” by Azi Ben-Rephael, Shmuel Kandel, and Avi Wohl,” September 2011.
  “Purified Sentiment Indicators for the Stock Market,” by David R. Aronson and John R. Wolberg, May 2009.
  “Sports Sentiment and Stock Returns,” by Alex Edmans, Diego Garcia, and Oyvind Norli, Journal of Finance, August 2007.
  “Stocks of admired companies and spurned ones,” by Meir Statman and Deniz Anginer, January 2010.
  “Understanding Investor Sentiment: The Case of Soccer,” by Gennaro Bernile and Evgeny Lyandres, November 2013.
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  The Hulbert Sentiment Indices are not a product of the Hulbert Financial Digest, Inc. They are based on information and research believed to be reliable, but their accuracy cannot be guaranteed. Mark Hulbert, Hulbert Ratings, LLC, and its staff cannot be responsible for errors and omissions.