Barone-Adesi, Giovanni; Pisati, Matteo M.; Sala, Carlo - 2018
what is sentiment is still missing. Exploring the links among the most popular proxies of sentiment, fear and uncertainty …Empirical indicators of sentiment are commonly employed in the economic literature while a precise understanding of … this paper aims to fi ll this gap. We show how fear and sentiment are specular in their predictive power in relation to the …