Roman Frydman

New York University (NYU) - Department of Economics

19 West 4th Street

New York, NY 10012

United States

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Scholarly Papers (1)

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How Market Sentiment Drives Forecasts of Stock Returns

Institute for New Economic Thinking Working Paper Series No. 115
Number of pages: 42 Posted: 15 May 2020
Roman Frydman, Nicholas Mangee and Josh R. Stillwagon
New York University (NYU) - Department of Economics, Armstrong Atlantic State University and Babson College - Economics Division
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Abstract:

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stock-return forecasts, fundamentals, market sentiment, structural change, model ambiguity