Asset Pricing
The research develops a new uncertainty index using machine learning, showing its strong predictability of stock market returns, especially during periods of high uncertainty and sentiment.
Featured in No. 48 on 8 May 2024 ·
- Released
- 21 Mar 2023
- First featured
- No. 48 · 8 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4817094
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).