Files

Download

Download the Poster (1.4 MB)

Description

This paper uses the S&P 500 index as a proxy for the market and follows the methodology in Bijl et al. (2016) to compute an investor attention index by searching company names listed on the S&P 500 index from 2010 to 2019 on Google Trends. Building upon existing literature, this paper proposes a new model that explains the relationship between trade policy uncertainty (TPU) and investor attention. It is shown that these two variables are positively correlated.

Publication Date

3-11-2021

Keywords

macroeconomics, investor sentiment, trade policy uncertainty

How Does Trade Policy Uncertainty (TPU) affect investor sentiment?

Share

COinS