Auflistung LIF-SAFE Working Papers nach Autor "Gao, Can"
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Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Gao, Can; Martin, Ian (2021-03-24)We define a sentiment indicator that exploits two contrasting views of return predictability, and study its properties. The indicator, which is based on option prices, valuation ratios and interest rates, was unusually ...