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Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search


Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

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  1. repec:ebl:ecbull:eb-16-00751 is not listed on IDEAS
  2. repec:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379 is not listed on IDEAS
  3. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2015. "Tweets, Google trends, and sovereign spreads in the GIIPS," Oxford Economic Papers, Oxford University Press, vol. 67(2), pages 406-432.
  4. repec:eee:ecofin:v:49:y:2019:i:c:p:252-272 is not listed on IDEAS
  5. Prashant Das & Alan Ziobrowski & N. Coulson, 2015. "Online Information Search, Market Fundamentals and Apartment Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 51(4), pages 480-502, November.
  6. Semen Son-Turan, 2016. "The Impact of Investor Sentiment on the "Leverage Effect"," International Econometric Review (IER), Econometric Research Association, vol. 8(1), pages 4-18, April.
  7. Bijl, Laurens & Kringhaug, Glenn & Molnár, Peter & Sandvik, Eirik, 2016. "Google searches and stock returns," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 150-156.
  8. repec:eee:eneeco:v:67:y:2017:i:c:p:17-27 is not listed on IDEAS
  9. Bianconi, Marcelo & Hua, Xiaxin & Tan, Chih Ming, 2015. "Determinants of systemic risk and information dissemination," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 352-368.
  10. repec:men:wpaper:57_2015 is not listed on IDEAS
  11. repec:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245 is not listed on IDEAS
  12. repec:eee:empfin:v:49:y:2018:i:c:p:201-222 is not listed on IDEAS
  13. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2018. "How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(1), pages 139-169, January.
  14. Li, Xin & Ma, Jian & Wang, Shouyang & Zhang, Xun, 2015. "How does Google search affect trader positions and crude oil prices?," Economic Modelling, Elsevier, vol. 49(C), pages 162-171.
  15. Veiga, Helena & Ramos, Sofía B. & Latoeiro, Pedro, 2013. "Predictability of stock market activity using Google search queries," DES - Working Papers. Statistics and Econometrics. WS ws130605, Universidad Carlos III de Madrid. Departamento de Estadística.
  16. repec:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9228-z is not listed on IDEAS
  17. Semen Son Turan, 2014. "Internet Search Volume and Stock Return Volatility: The Case of Turkish Companies," Information Management and Business Review, AMH International, vol. 6(6), pages 317-328.
  18. Nikkinen, Jussi & Rothovius, Timo, 2019. "The EIA WPSR release, OVX and crude oil internet interest," Energy, Elsevier, vol. 166(C), pages 131-141.
  19. Takeda, Fumiko & Wakao, Takumi, 2014. "Google search intensity and its relationship with returns and trading volume of Japanese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 1-18.
  20. Roland Füss & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia In The Cross-Section of Global Equity and Currency Returns," Working Papers on Finance 1913, University of St. Gallen, School of Finance.
  21. repec:eee:pacfin:v:46:y:2017:i:pb:p:243-257 is not listed on IDEAS
  22. Vicente, María Rosalía & López-Menéndez, Ana J. & Pérez, Rigoberto, 2015. "Forecasting unemployment with internet search data: Does it help to improve predictions when job destruction is skyrocketing?," Technological Forecasting and Social Change, Elsevier, vol. 92(C), pages 132-139.
  23. repec:eee:jbrese:v:97:y:2019:i:c:p:184-197 is not listed on IDEAS
  24. Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2014. "Is cognitive bias really present in analyst forecasts? The role of investor sentiment," International Business Review, Elsevier, vol. 23(4), pages 824-837.
  25. Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016. "Daily happiness and stock returns: Some international evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 460(C), pages 201-209.
  26. González-Fernández, Marcos & González-Velasco, Carmen, 2018. "Can Google econometrics predict unemployment? Evidence from Spain," Economics Letters, Elsevier, vol. 170(C), pages 42-45.
  27. Jaroslav Bukovina, 2016. "Social Media and Capital Markets – an Overview," MENDELU Working Papers in Business and Economics 2016-57, Mendel University in Brno, Faculty of Business and Economics.
  28. repec:eee:riibaf:v:41:y:2017:i:c:p:399-411 is not listed on IDEAS
  29. repec:eee:phsmap:v:490:y:2018:i:c:p:928-934 is not listed on IDEAS
  30. repec:eee:eneeco:v:66:y:2017:i:c:p:194-204 is not listed on IDEAS
  31. repec:eee:reveco:v:49:y:2017:i:c:p:69-83 is not listed on IDEAS
  32. Guo, Kun & Sun, Yi & Qian, Xin, 2017. "Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 390-396.
  33. Coble, David & Pincheira, Pablo, 2017. "Nowcasting Building Permits with Google Trends," MPRA Paper 76514, University Library of Munich, Germany.
  34. repec:eee:touman:v:46:y:2015:i:c:p:454-464 is not listed on IDEAS
  35. repec:eee:ijrema:v:30:y:2013:i:2:p:168-178 is not listed on IDEAS
  36. repec:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0753-2 is not listed on IDEAS
  37. Xiong Xiong & Chunchun Luo & Ye Zhang & Shen Lin, 2019. "Do stock bulletin board systems (BBS) contain useful information? A viewpoint of interaction between BBS quality and predicting ability," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1385-1411, March.
  38. repec:eee:glofin:v:33:y:2017:i:c:p:38-50 is not listed on IDEAS
  39. Asgari, Mahdi & Nemati, Mehdi & Zheng, Yuqing, 2018. "Nowcasting Food Stock Movement using Food Safety Related Web Search Queries," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266323, Southern Agricultural Economics Association.
  40. repec:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0053-1 is not listed on IDEAS
  41. Georgios Magkonis & Karen Jackson, 2019. "Identifying Networks in Social Media: The case of #Grexit," Networks and Spatial Economics, Springer, vol. 19(1), pages 319-330, March.
  42. repec:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0056-y is not listed on IDEAS
  43. Vozlyublennaia, Nadia, 2014. "Investor attention, index performance, and return predictability," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 17-35.
  44. repec:eee:riibaf:v:44:y:2018:i:c:p:532-546 is not listed on IDEAS
  45. repec:bpj:jossai:v:2:y:2014:i:3:p:193-205:n:1 is not listed on IDEAS
  46. repec:eee:finlet:v:28:y:2019:i:c:p:208-220 is not listed on IDEAS
  47. repec:mup:actaun:actaun_2017065062113 is not listed on IDEAS
  48. repec:eee:finlet:v:28:y:2019:i:c:p:160-164 is not listed on IDEAS
  49. Theologos Dergiades & Eleni Mavragani & Bing Pan, 2017. "Arrivals of Tourists in Cyprus: Mind the Web Search Intensity," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 107, Hellenic Observatory, LSE.
  50. repec:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-018-0119-8 is not listed on IDEAS
  51. Tantaopas, Parkpoom & Padungsaksawasdi, Chaiyuth & Treepongkaruna, Sirimon, 2016. "Attention effect via internet search intensity in Asia-Pacific stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 107-124.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.