View on the bullishness index and agreement index

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    The Journal of Finance, is an important piece of literature on the relationship between investor sentiment and stock markets based on natural language processing. In a recent study, the authors used the above formula to create a bullishness index and an agreement index to measure the volatility cycle of investor sentiment on social media. Frontiers in Psychology frontiersin.org 10.3389/fpsyg.2022.957323 Researchers rely on their "bullishness index" and "agreement index" to construct investor sentiment (Rao and Srivastava, 2014; Checkley et_al, 2017; Liu et_al, 2017; Chernozhukov et_al, 2018; Fallahgoul, 2021). Survey index . . .

     

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