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03/19/2010

A Beta for Sentiment?


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Standard & Poor'sThe interaction of human emotion and asset pricing has been the focus of much behavioral finance research. Sentiment indicators, which seek to quantify the emotional states of market participants, play an important role in understanding and guiding action based upon this dynamic. In response to the lack of a tradable sentiment index, S&P Indices proposes a frequently-calculated, tradable Sentiment Beta index composed of six metrics of sentiment.

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