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The document reviews the theoretical basis and methodology behind a newspaper-based Equity Market Volatility (EMV) tracker, highlighting the lack of consensus on volatility drivers and the influence of policy news on market fluctuations. It presents hypotheses regarding the efficacy of the EMV tracker, its correlation with established volatility measures, and the impact of firm-level risk exposures derived from 10-K filings. The findings indicate that the EMV tracker effectively captures market volatility a

Author

thang113567

Language

EN