SSRNLLMs & Text
Index Investing
The study suggests that index stocks have higher prices, more volatility, stronger negative price autocorrelation, and higher trading volume due to sentiment spillover from index investors.
Featured in No. 69 on 9 Oct 2024 · 2 days after release
- Released
- 7 Oct 2024
- First featured
- No. 69 · 9 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4978330
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).