American Finance Association Retail Investor Sentiment and Return Comovements Author(s): Alok Kumar and Charles M. C. Lee Source: The Journal of Finance, Vol. 61, No. 5 (Oct., 2006), pp. 2451-2486 Published by: Wiley for the American Finance Association Stable URL: http://www.jstor.org/stable/3874716 Accessed: 31-05-2017 17:51 UTC JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at http://about.jstor.org/terms American Finance Association, Wiley are collaborating with JSTOR to digitize, preserve and extend access to The Journal of Finance This content downloaded from 129.171.178.63 on Wed, 31 May 2017 17:51:21 UTC All use subject to http://about.jstor.org/terms