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Time-Varying Equity Premia & Sentiment

From 1990 to 2022, equity market returns can be predicted using a simple model, with higher returns following high implied volatility and lower returns after high market sentiment.

Featured in No. 7 on 12 Jul 2023 · 23 days after release

Released
19 Jun 2023
First featured
No. 7 · 12 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
108
Identifier
SSRN 4505699

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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