This study seeks to investigate the searching for information based on Google Trends for a choice of investment strategy. We gather this information by using Google query volume that reacts to the public investors‘ behavior. Then we examine the information about some components of S&P500. In particular, we use the cointegration test to investigate the potential of the behavioral information over the price and return of assets. The preliminary results evaluate the dynamic relationships between the stocks price and Google Trends volume on daily data basis.
(2019). Impact of Google Trends on stock prices . Retrieved from http://hdl.handle.net/10446/204747
Impact of Google Trends on stock prices
Rujirarangsan, Kamonchai;Ortobelli Lozza, Sergio
2019-01-01
Abstract
This study seeks to investigate the searching for information based on Google Trends for a choice of investment strategy. We gather this information by using Google query volume that reacts to the public investors‘ behavior. Then we examine the information about some components of S&P500. In particular, we use the cointegration test to investigate the potential of the behavioral information over the price and return of assets. The preliminary results evaluate the dynamic relationships between the stocks price and Google Trends volume on daily data basis.| File | Dimensione del file | Formato | |
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