Can internet search queries help to predict stock market volatility?
Thomas Dimpfl; Stephan Jank
| 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
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| Subject: | realised volatility | forecasting | investor behaviour | limited attention | noise trader | search engine data | Volatilität | Volatility | Noise Trading | Noise trading | Suchmaschine | Search engine | Internet | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Informationsverhalten | Information behaviour | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011482049