Enhanced Investor Sentiment Index (STV)
dataset
posted on 2025-03-26, 16:34 authored by Sze nie UngSze nie Ung, Bartosz Gebka, Robert AndersonRobert AndersonThe Enhanced Investor Sentiment Index (STV) is an improved measure of investor sentiment, allowing contributions of each component of the index to vary over time instead of being fixed, as in the Baker and Wurgler (2006) investor sentiment index. STV has a better forecasting power and contains unique information about future market returns.
