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RePEcDerivatives & Volatility

Google Search Volume Index and Investor Attention

The study finds that Google Search Volume Index can be used to predict stock market movements and volatility, improving forecasting models.

Featured in No. 60 on 7 Aug 2024 · on release day

Released
7 Aug 2024
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No. 60 · 7 Aug 2024
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Identifier
RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00606-y

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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