Search Results - subject:"Search Index"

The relationship of aggregate herd behavior and retail investor attention : a multinomial logistic regression

Phasin Wanidwaranan; Chaiyuth Padungsaksawasdi; Jutamas … - In: Thailand and the world economy 43 (2025) 1, pp. 155-163

This paper investigates the relationship between aggregate market herding and investor attention in seven selected equity markets over the period of 2004-2019. The multinomial logistic regression employed in this study provides a more direct, comprehensive, and straightforward test than other...

Persistent link: https://www.econbiz.de/10015373984

Impacts of investor attention and accounting information comparability on stock returns : empirical evidence from Chinese listed companies

Zhao, Li; Nathee Naktnasukanjn; Ahmad Yahya Dawod; … - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-24

The efficient capital markets hypothesis (EMH) posits that security prices incorporate all available information in capital markets. Nevertheless, real stock markets often exhibit speculative behavior due to information asymmetry and the limited rationality of investors. This paper employs...

Persistent link: https://www.econbiz.de/10014502352

Multivariable forecasting approach of high-speed railway passenger demand based on residual term of Baidu search index and error correction

Li, Hongtao; Li, Xiaoxuan; Sun, Shaolong; Huang, Zhipeng; … - In: Journal of forecasting 43 (2024) 7, pp. 2401-2433

Persistent link: https://www.econbiz.de/10015110467

The impact of iran oil sanctions on the exchange rates : an analysis using Google search index

Moeeni, Shahram; Sharifi, Alimorad; Shamsi, Helen Mozafari - In: Iranian economic review : journal of University of Tehran 25 (2021) 3, pp. 397-417

Persistent link: https://www.econbiz.de/10012664164

Investor attention and global stock market volatility : evidence from COVID-19

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna - In: Journal of emerging market finance 22 (2023) 1, pp. 85-104

Persistent link: https://www.econbiz.de/10014230242

Information search in times of market uncertainty : an examination of aggregate and disaggregate uncertainty

Geiger, Marshall A.; Hasan, Rajib; Kumas, Abdullah; … - In: International journal of managerial finance : IJMF 18 (2022) 3, pp. 594-612

Persistent link: https://www.econbiz.de/10013365164

Sleeplessness in COVID-19 pandemic : lockdown and anxiety

Kong, Gaowen; Kong, Dongmin; Shi, Lu - In: Journal of Asian economics 80 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013431373

Do sentiment indices impact the premium of prominent pricing factors?

Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Habibah, Ume - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-50

This study investigates whether Google Search Volume Indices (GSVIs) bring shifts in the expected return of prominent pricing factors in comparison to the Volatility Index (VIX). The results show that compared to VIX, GSVIs bring less significant changes in expected premium on Fama-French's...

Persistent link: https://www.econbiz.de/10012657476

Do sentiment indices impact the premium of prominent pricing factors?

Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Habibah, Ume - In: Cogent economics & finance 6 (2018) 1, pp. 1-50

Persistent link: https://www.econbiz.de/10012023268

Predicting agricultural and livestock products purchases using the Internet search index and data mining techniques

Rho, Hoyoung; Choi, Keunho; Yoo, Donghee - In: Data Technologies and Applications 55 (2021) 5, pp. 788-809

Purpose This study identifies whether the Internet search index can be used as effective enough data to identify …. Findings First, the importance of the Internet search index among the 20 explanatory variables was found to be high for most … items, so the Internet search index can be used as a variable to explain agricultural and livestock products purchases …

Persistent link: https://www.econbiz.de/10014712623