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We use the returns on lottery-like stocks to construct a novel index for investor sentiment in the stock market. This new measure is closely related to previous
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In the first chapter titled "The Asymmetric Effect of Sentiment on U.S. Equity Returns", we test the asymmetric impact of investor sentiment, proxied by the Bak
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Type: BOOK - Published: 2021-10-22 - Publisher: International Monetary Fund
We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical s
