LG Luis G. (not verified) 26th May 2023 | 11:40pm Why was a correlation used rather than a regression using different lagged periods? The sentiment index this month and market returns 1 month later, 3 months later and maybe one year later. Reply
Why was a correlation used rather than a regression using different lagged periods? The sentiment index this month and market returns 1 month later, 3 months later and maybe one year later.