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Nikoletta Poutachidou and Stephanos Papadamou
The purpose of this study is to investigate the fluctuations that occur in stock returns of US stock indices when there is an increase in the volume of Google internet searches for the phrase ?quantitative easing? in the US. The exponential generalized a...
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Chen Chunying,Hsieh Chiunghua
Pág. 233 - 236
For the first time, this article uses the search volume index (SVI) of Google Trends to measure investor attention and observe stock market. Empirical results show that the higher the attention to individual stocks, the lower the cumulative abnormal retu...
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Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna and Robert Brooks
Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of th...
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