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Market Sentiment Index for Stock Analysis

The research proposes a dynamic design for aggregating market sentiment, which adjusts to sentiment indicator changes and shows that ignoring these changes can skew model construction.

Featured in No. 11 on 9 Aug 2023 ·

Released
27 Oct 2022
First featured
No. 11 · 9 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
150
Identifier
SSRN 4532195

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

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