SSRNLLMs & Text
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).