Google Search Volume: Influence and Indication for the Dutch Stock Market
作者： S. Chen
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摘要: This paper studies the relationship between stock specific and market level internet search volume on stocks Dutch market, using listed in AEX index. Internet is obtained weekly from Google Insights database for period January 2004 April 2011. As introduced by earlier studies, searching activity an adequate proxy investor recognition and should therefore be relevant modeling trading activity. The results show that significantly influential not only traded volume, but also historical volatility. significance is proven to stable means of a Quandt-Andrews breakpoint test.
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