We investigate whether data from Google Trends can be used to forecast stock returns. Previous studies have found that high Google search volumes predict high returns for the first one to two weeks, with subsequent price reversal. By using a more recent dataset that covers the period from 2008...

This paper investigates the most traded VIX exchange traded products (ETPs) with focus on their performance, price discovery, hedging ability and trading strategy. The VIX ETPs track their benchmark indices well. They are therefore exposed to the same time-decay (high negative expected returns)...