| Reference: | 1.Baker, M., & Wurgler, J. (2007). Investor sentiment in the stock market. Journal of Economic Perspectives, 21(2), 129–152. https://doi.org/10.1257/jep.21.2.129
2.Barberis, N., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment. Journal of Financial Economics, 49(3), 307–343. https://doi.org/10.1016/S0304-405X(98)00027-0
3.Black, F. (1976). Studies of stock market volatility changes. Proceedings of the American Statistical Association, Business and Economic Statistics Section, 177–181.
4.Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56. https://doi.org/10.1016/0304-405X(93)90023-5
5.Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263–291. https://doi.org/10.2307/1914185
6.Shiller, R. J. (2000). Irrational exuberance. Princeton University Press.
7.Whaley, R. E. (2000). The investor fear gauge. The Journal of Portfolio Management, 26(3), 12–17. https://doi.org/10.3905/jpm.2000.319729
8.Yahoo Finance. (2024). Historical data for SPY, 0050.TW, BRK.B, 9.SVXY. Retrieved from https://finance.yahoo.com/
10.CBOE Global Markets. (2024). CBOE Volatility Index (VIX) historical data. Retrieved from https://www.cboe.com/
11.CNN Business. (2024). Fear & Greed Index historical data. Retrieved from https://edition.cnn.com/markets/fear-and-greed
12.ProShares. (2024). SVXY fund information and prospectus. Retrieved from https://www.proshares.com/ |
