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Enhanced Investor Sentiment Index (STV)

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DataCite Commons2025-08-05 更新2026-05-07 收录
下载链接:
https://figshare.manchester.ac.uk/articles/dataset/Enhanced_Investor_Sentiment_Index_STV_/28445081/2
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资源简介:
The Enhanced Investor Sentiment Index (STV) is an improved measure of investor sentiment, allowing contributions of each component of the index to vary over time instead of being fixed, as in the Baker and Wurgler (2006) investor sentiment index. STV has a better forecasting power and contains unique information about future market returns.
提供机构:
University of Manchester
创建时间:
2025-08-05
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