Equity Premium Prediction
The research indicates that higher equity market returns occur when the VIX exceeds a certain level and are lower following high market sentiment, with consistent results across different return periods and evaluations.
Featured in No. 42 on 27 Mar 2024 · on release day
- Released
- 27 Mar 2024
- First featured
- No. 42 · 27 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4774051
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