Can internet search queries help to predict stock market volatility?
Year of publication: |
March 2016
|
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Authors: | Dimpfl, Thomas ; Jank, Stephan |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 22.2016, 2, p. 171-192
|
Subject: | realised volatility | forecasting | investor behaviour | limited attention | noise trader | search engine data | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Internet | Suchmaschine | Search engine | Anlageverhalten | Behavioural finance | Noise Trading | Noise trading | Informationsverhalten | Information behaviour | Börsenkurs | Share price | Aktienmarkt | Stock market |
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