Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market
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- Francisca Beer & Fabrice Hervé & Mohamed Zouaoui, 2013. "Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market," Post-Print hal-01346763, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ana Brochado, 2016. "Retail Investor Sentiment: Can We Google It?," EcoMod2016 9341, EcoMod.
- Frugier, Alain, 2016. "Returns, volatility and investor sentiment: Evidence from European stock markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 45-55.
- Stephen L. France & Yuying Shi, 2017. "Aggregating Google Trends: Multivariate Testing and Analysis," Papers 1712.03152, arXiv.org, revised Mar 2018.
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KeywordsGoogle Trends; Investor sentiment; VAR model; Stock returns;
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