New journal article: The Asymmetric Effects of Investor Sentiment

CBS, Department of Economics Assistant Professor Chandler Lutz has worked out a journal article in Macroeconomic Dynamics. The journal article The Asymmetric Effects of Investor Sentiment use the returns on lottery-like stocks and a dynamic factor model to construct a novel index of investor sentiment.

You can read more in the journal article here The Asymmetric Effects of Investor Sentiment