Results 11 to 20 of about 165,251 (282)
Fear in the West: a sentiment analysis using a computer-readable “Fear Index”
Quality and Quantity, 2018 We tune in on fear to make it visible and detect its drifts. We collect verbal signals of coming fear burrowed in the crackles of political and other speeches by leading figures: Familiar words people use to express fear. From the EmoLex database (Mohammad and Turney in Comput Intel 29(3):436–465, 2013), we develop a computer-readable “Fear Index” to ...
Robert Hogenraad
exaly +4 more sources
FIX - The Fear Index: Measuring Market Fear [PDF]
SSRN Electronic Journal, 2011 In this paper, we propose a new fear index based on (equity) option surfaces of an index and its components. The quanti¯cation of the fear level will be solely based on option price data. The index takes into account market risk via the VIX volatility barometer, liquidity risk via the concept of implied liquidity, and systemic risk and herd-behavior ...
Jan Dhaene +4 more
core +6 more sources
Measuring Fear and Greed Index in Stock Market: Evidence from the Tehran Stock Exchange [PDF]
تحقیقات مالیObjectiveAccording to the hypothesis of behavioral finance, the main part of the ups and downs in the stock market can be the result of fear and greed.
Mojtaba Rostami Noroozabad +3 more
doaj +2 more sources
Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX [PDF]
Journal of Risk and Financial Management, 2021 This study examines the reaction of the Standard and Poor’s Regional Bank Index (SPRB) to the U.S. equity market fear index (i.e., the Chicago Board of Trade Volatility Index [VIX]). The VIX is designed to perform as a leading indicator of the volatility in equity markets.
Adrangi, Bahram +3 more
openaire +3 more sources
Eye Movements Index Implicit Memory Expression in Fear Conditioning.
PLoS ONE, 2015 The role of contingency awareness in simple associative learning experiments with human participants is currently debated. Since prior work suggests that eye movements can index mnemonic processes that occur without awareness, we used eye tracking to ...
Lauren S Hopkins +3 more
doaj +4 more sources
The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?
Borsa Istanbul Review, 2015 The paper aims to examine implied volatility as the investor fear gauge or/and forward-looking expectation of future stock market volatility within emerging markets setting-India VIX. The earliest results evidenced that VIX is the gauge of investor fear,
Imlak Shaikh, Puja Padhi
doaj +3 more sources
Covid-19 pandemic, fear index, national culture, and demand for gold: An international analysis
Ho Chi Minh City Open University Journal of Science - Economics and Business AdministrationThis research examines the effects of the fear index and the Covid-19 pandemic on gold demand, using panel data from 24 countries spanning 2010 - 2022.
Cong Tam Trinh +3 more
doaj +2 more sources
Decomposing the VIX Index into Greed and Fear [PDF]
SSRN Electronic Journal, 2021 Greed and fear are the main psychological factors driving investment deci-sions, and the VIX Index is regarded as the most important measure of howfearful the market feels about future returns of the main equity index, theS&P 500 Index. However, given that the VIX is calculated by combiningboth upside expected volatility implicit in out-of-the-money ...
Serur, Juan Andrés +2 more
openaire +2 more sources
Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy
Risks, 2022 Movements in the volatility index of the Indian economy are influenced by global volatility indices (fear index). This study evaluates the influence of various global implied volatility indices in forecasting the day-to-day binary movements in the ...
Akhilesh Prasad, Priti Bakhshi
doaj +1 more source
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2022 Son yıllarda, finansal piyasalarda yatırımcıların risk iştahına yönelik artan bilimsel ilgiye rağmen, risk yönetiminde kilit bir rol oynayan faktörlerin risk iştahı ile ilişkisine dair çalışmaların fazla ilgi gördüğünü söyleyemeyiz.
Bülent Yıldız, Tuncer Yılmaz
doaj +1 more source