Google search volume and its influence on liquidity and returns of German stocks

By Matthias Bank, Martin Larch, Georg Peter. 2011

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Google Search Intensity and Its Relationship with Returns and Trading Volume of Japanese Stocks (2014, unknown): “2011; Bank et al. 2011; Vlastakis and Markellos 2012). The weekly SVI, which is provided by Google for the search term public via Google Trends, is the number of searches for the term scaled by its time-series average. Da et al. (2011) and Joseph et al. (2011) use ticker symbols of stocks as search ”
Open source information, investor attention, and asset pricing (2013, unknown): “This data transformation done by Google not only eliminates a general trend in search volume, but also hinders us from studying the variations in search frequency (Bank et al., 2011).”
Constructing a Global Fear Index for the COVID-19 Pandemic (2020, background): “…to choose familiar stocks in constructing portfolios (for relevant literature see Adachi, Masuda, and Takeda 2017; Aouadi, Arouri, and Teulon 2013; Bank, Larch, and Peter 2011; Bodnaruk and Ostberg 2009; Da, Engelberg, and Gao 2011; Jacobs and Hillert 2016; Joseph, Wintoki, and Zhang 2011; Preis,…”
Can Internet search queries help to predict stock market volatility (2016, unknown): “In the ﬁeld of ﬁnance search query data are used to measure retail investor attention (Bank, Larch and Peter 2011, Da et al. 2011, Jacobs and Weber forthcoming) and to predict earnings (Da, Engelberg and Gao 2010a, Drake, Roulstone and Thornock 2011).”