Investor Attention: Can Google Search Volumes Predict Stock Returns?

This paper investigates the role of investor attention in predicting future stock market returns for Brazilian stocks using Google Search Volume (GSV). We tested whether lagged variations in GSV are followed by changes in excess returns by testing 57 stocks from the Ibovespa using weekly search data...

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Autores principales: Claudia Yoshinaga, Fabio Rocco
Formato: article
Lenguaje:EN
PT
Publicado: FUCAPE Business School 2020
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Acceso en línea:https://doaj.org/article/707ca2b591794d18a856b9966955d6da
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