SSRNLLMs & Text
Quantifying Market Psyche
The paper establishes a link between qualitative information and its quantitative market effects, suggesting that significant news can cause larger movements in smaller stock indexes, with the PE ratio potentially amplifying or mitigating this effect.
Featured in No. 29 on 13 Dec 2023 ·
- Released
- 12 Sep 2023
- First featured
- No. 29 · 13 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 76
- Identifier
- SSRN 4662241
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).