S&P500
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Abstract
The Standard and Poor's 500, or simply the S&P 500, is a free-float weighted measurement stock market index of 500 of the largest companies listed on stock exchanges in the United States.
Research Area
Financial Markets
Keywords
monetary policy surprises, equity premium, fund flows, portfolio rebalanc- ing, price pressures, bubbles, option prices, sentiment, valuation ratios, volatility, public financial news, stock market, nlp, dictionary, lstm neural networks, investor sentiment, s&p 500
JEL Classification
G10, G12, E44, G14, G17, C45, C63
Working Paper References
Topic
Trading and Pricing
Consumption
Saving and Borrowing
Consumption
Saving and Borrowing
Publication Type
Research Data
Link to Publication
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- External Research Data [777]