Dr. Masood Ahmed, "Stock Investors Sentiments and the Predictive Power of CBOE Volatility Index on Standard & Poor's 500 Returns", International Journal of Creative Research Thoughts (IJCRT), ISSN:2320-2882, Volume.11, Issue 9, pp.b415-b421, September 2023, Available at :http://www.ijcrt.org/papers/IJCRT2309171.pdf
Dr. Masood Ahmed, "Stock Investors Sentiments and the Predictive Power of CBOE Volatility Index on Standard & Poor's 500 Returns", International Journal of Creative Research Thoughts (IJCRT), ISSN:2320-2882, Volume.11, Issue 9, pp.b415-b421, September 2023, Available at :http://www.ijcrt.org/papers/IJCRT2309171.pdf
Dr. Masood Ahmed, "Stock Investors Sentiments and the Predictive Power of CBOE Volatility Index on Standard & Poor's 500 Returns", International Journal of Creative Research Thoughts (IJCRT), ISSN:2320-2882, Volume.11, Issue 9, pp.b415-b421, September 2023, Available at :http://www.ijcrt.org/papers/IJCRT2309171.pdf
Dr. Masood Ahmed, "Stock Investors Sentiments and the Predictive Power of CBOE Volatility Index on Standard & Poor's 500 Returns", International Journal of Creative Research Thoughts (IJCRT), ISSN:2320-2882, Volume.11, Issue 9, pp.b415-b421, September 2023, Available at :http://www.ijcrt.org/papers/IJCRT2309171.pdf
Abstract
The research is a deep study of the CBOE Volatility Index (VIX), which represent the market sentiments of the S & P 500 Index (SPX) over a period of 33 years. It evaluates how the two indexes perform in the stock market crash and how reliable VIX is in predicting market sentiments. The research distributes the market rally in two forms, and one is a trust rally, when investors are happy to see the market in a stable form, and investors' sentiments are positive towards the stock market. Second is a fear rally, where investors' sentiments are negative, and their outlook is bearish for various reasons. It observes the pattern of rallies, like the longest trust or fear rally, in which year and its duration. The research analyzes data to reach a meaningful conclusion and various inferences that can be drawn from the study of historical data.
Keywords
Stock Market; CBOE Volatility Index; S & P 500 Index; Investors; Sentiments
Subject
Business, Economics and Management, Economics
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
