Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment

Can Gao and Ian W. R. Martin (2021). Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment. Journal of Finance, 76 (6), 3211-3254.

doi: 10.1111/jofi.13068