Narratives, the stories we tell about markets, have a strong influence on market dynamics. And a study of Chinese stocks shows that these narratives may even create their own momentum effect. As part of my job at Liberum, I have recently launched a weekly publication that investigates market narratives using a large number of economic and investment terms. As Robert Shiller has pointed out in his
Are there any ETFs or funds in the US or European markets that are using this kind of narrative grouping? Are thematic ETFs achieving something similar?
Thanks for the article, that looks quite interesting! May I know the name of the paper?
Are there any ETFs or funds in the US or European markets that are using this kind of narrative grouping? Are thematic ETFs achieving something similar?