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Quantifying Market Psyche

The paper establishes a link between qualitative information and its quantitative market effects, suggesting that significant news can cause larger movements in smaller stock indexes, with the PE ratio potentially amplifying or mitigating this effect.

Featured in No. 29 on 13 Dec 2023 ·

Released
12 Sep 2023
First featured
No. 29 · 13 Dec 2023
Published in
Not yet, as far as Semantic Scholar knows
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76
Identifier
SSRN 4662241

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

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