Enhanced Investor Sentiment Index (STV)
收藏Figshare2025-03-26 更新2026-04-28 收录
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https://figshare.com/articles/dataset/Enhanced_Investor_Sentiment_Index_STV_/28445081
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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.
创建时间：
2025-03-26
