Investor Sentiment Indices of Lutz (2015) and Baker and Wurgler (2006/2007)
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
LutzSENT_BwSENT.csv
README.md

README.md

Data: Investor Sentiment

Investor Sentiment Data from Lutz (2016) and Baker and Wurgler (2006, 2007). For more details see Lutz (2016):

Lutz, C. (2016) "The Asymmetric Effects of Investor Sentiment", Macroeconomic Dynamics, 20(6), pp. 1477–1503.

See https://doi.org/10.1017/S1365100514000996

See https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2050435

See http://chandlerlutz.com

Data Description

Investor sentiment data from Lutz (2016) and Baker and Wurgler (2006, 2007). See Lutz (2016) for further details. The data contain the following variables

  • Date The date in the form of YYYYMM
  • LutzSent The investor sentiment index of Lutz 2016
  • BWsent The investor sentiment index of Baker and Wurgler (2006, 2007)