The Sum of All FEARS: Investor Sentiment and Asset Prices

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Investor Attention and FX Market Volatility (2015, positive): “∆ Macro _ Fears t and ∆ Micro _ Fears t are fear fear indices for concerns about business conditions, and household concerns, respectively, calculated in accordance with the procedure described by Da et al. (2013”
The Effects of Financial Literacy on Sustainable Entrepreneurship (2021, background): “In the literature, these factors are usually divided into three categories [8,10]: economic factors [40], socio-cultural factors [41] and determinants of perception [42,43].”
The importance of fear: investor sentiment and stock market returns (2017, neutral): “Macroeconomic control variables In addition to the 3 factors of the Fama and French (1993) model, a number of variables(9) are utilized within the empirical framework of this study to control for the state of the economy as this is naturally related to returns of financial assets.”
The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms (2021, background): “Prior research has documented the importance of investor attention to the stability of stock markets (Da et al., 2015; Han et al., 2017; Qadan and Nama, 2018; Li et al., 2019).”