---
title: Equity Premium Prediction
url: https://www.ml-quant.com/papers/ssrn/4774051/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4774051
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4774051
featured: 2024-03-27
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4774051
- Identifier: SSRN 4774051
- Released: 2024-03-27
- First featured: Quant Letter No. 42 (2024-03-27): https://www.ml-quant.com/issues/2024-03-27/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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