Steeves, Matthew; Nguyen, Son; Quinn, John T.; Olinsky, Alan - In: Advances in business and management forecasting 14 (2021), pp. 3-21
The purpose of this study is to determine which quantitative metrics are most representative of investor sentiment in the US equity markets. Sentiment is the aggregation of consumers', investors', and producers' thoughts and opinions about the future of the financial markets. By analyzing the...