The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{685f2f5a2ea048bcb13dd4dd11f69d6e,

title = "The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality",

author = "Hugh Farrell and Fergal O'Connor",

year = "2025",

month = feb,

doi = "10.1016/j.frl.2024.106492",

language = "Undefined/Unknown",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier Ltd",

}

TY - JOUR

T1 - The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality

AU - Farrell, Hugh

AU - O'Connor, Fergal

PY - 2025/2

Y1 - 2025/2

UR - https://doi.org/10.1016/j.frl.2024.106492

U2 - 10.1016/j.frl.2024.106492

DO - 10.1016/j.frl.2024.106492

M3 - Article

SN - 1544-6123

JO - Finance Research Letters

JF - Finance Research Letters

ER -