Not exact matches
In other words, does a change in the trend on an index put - call ratio (P / C) predict a general shift in investor sentimen
In other words, does a
change in the trend on an index put - call ratio (P / C) predict a general shift in investor sentimen
in the trend on an
index put - call ratio (P / C) predict a general shift
in investor sentimen
in investor
sentiment?
In his October 2012 paper entitled «Time - Varying Relationship of News Sentiment, Implied Volatility and Stock Returns», Lee Smales investigates relationships among aggregate unscheduled firm - specific news sentiment, changes in the S&P 500 Implied Volatility Index (VIX) and both contemporaneous and future S&P 500 Index return
In his October 2012 paper entitled «Time - Varying Relationship of News
Sentiment, Implied Volatility and Stock Returns», Lee Smales investigates relationships among aggregate unscheduled firm - specific news sentiment, changes in the S&P 500 Implied Volatility Index (VIX) and both contemporaneous and future S&P 500 Index
Sentiment, Implied Volatility and Stock Returns», Lee Smales investigates relationships among aggregate unscheduled firm - specific news
sentiment, changes in the S&P 500 Implied Volatility Index (VIX) and both contemporaneous and future S&P 500 Index
sentiment,
changes in the S&P 500 Implied Volatility Index (VIX) and both contemporaneous and future S&P 500 Index return
in the S&P 500 Implied Volatility
Index (VIX) and both contemporaneous and future S&P 500
Index returns.
Wall Street falls sharply amid tech and trade - war concerns: Reuters Korea expert recommends cancelling Trump - Kim meeting: CNBC US ISM Mfg
Index edged down to still - strong 59.3 for March: MarketWatch US Mfg PMI rose to 3 - year high
in March: IHS Markit Construction spending
in US posted a weak 0.1 % gain
in February: Reuters Eurozone mfg
sentiment still positive
in Mar, but eased to 8 - month low: IHS Markit German retail spending fell for third month
in February: Reuters Fed funds futures predicting no
change in rates at FOMC meeting
in May: CME US visitor visas fall 13 % over past year: Politico
In recent years, he has shifted emphasis in his MarketWatch columns from HSNSI to the Hulbert Nasdaq Newsletter Sentiment Index (HNNSI), stating that: «Since the Nasdaq responds especially quickly to changes in investor mood, and because those timers are themselves quick to shift their recommended exposure levels, the HNNSI is the Hulbert Financial Digest's most sensitive barometer of investor sentiment.&raqu
In recent years, he has shifted emphasis
in his MarketWatch columns from HSNSI to the Hulbert Nasdaq Newsletter Sentiment Index (HNNSI), stating that: «Since the Nasdaq responds especially quickly to changes in investor mood, and because those timers are themselves quick to shift their recommended exposure levels, the HNNSI is the Hulbert Financial Digest's most sensitive barometer of investor sentiment.&raqu
in his MarketWatch columns from HSNSI to the Hulbert Nasdaq Newsletter
Sentiment Index (HNNSI), stating that: «Since the Nasdaq responds especially quickly to changes in investor mood, and because those timers are themselves quick to shift their recommended exposure levels, the HNNSI is the Hulbert Financial Digest's most sensitive barometer of investor sentimen
Sentiment Index (HNNSI), stating that: «Since the Nasdaq responds especially quickly to
changes in investor mood, and because those timers are themselves quick to shift their recommended exposure levels, the HNNSI is the Hulbert Financial Digest's most sensitive barometer of investor sentiment.&raqu
in investor mood, and because those timers are themselves quick to shift their recommended exposure levels, the HNNSI is the Hulbert Financial Digest's most sensitive barometer of investor
sentimentsentiment.»
Principal tests relate
sentiment levels and
changes in sentiment levels to S&P 500
Index and style / industry portfolio returns (from Kenneth French's data library) at horizons of 1, 3, 6 and 12 months.