Asset Pricing Uncertainty
A machine learning-constructed economic uncertainty index effectively predicted stock market returns, especially during high uncertainty and sentiment periods.
Featured in No. 74 on 13 Nov 2024 · on release day
- Released
- 13 Nov 2024
- First featured
- No. 74 · 13 Nov 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 18
- Identifier
- RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).