{\rtf1\ansi\deff0\deftab360 {\fonttbl {\f0\fswiss\fcharset0 Arial} {\f1\froman\fcharset0 Times New Roman} {\f2\fswiss\fcharset0 Verdana} {\f3\froman\fcharset2 Symbol} } {\colortbl; \red0\green0\blue0; } {\info {\author Biblio 7.x}{\operator }{\title Biblio RTF Export}} \f1\fs24 \paperw11907\paperh16839 \pgncont\pgndec\pgnstarts1\pgnrestart D. Berger and Turtle, H. J., ?Cross-sectional performance and investor sentiment in a multiple risk factor model?, Journal of Banking & Finance, vol. 36, no. 4, pp. 1107-1121, 2012.\par \par }