Can Internet search queries help to predict stock market volatility
By Thomas Dimpfl, Stephan Jank. 2016
356 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/f86e6014725e433fb3996763d8330b4a55de460a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
Citations in the corpus
- Investor Attention and Stock Market Volatility (2015, background): “An investor tries to learn the fundamental structure of 1Other papers using Google search volumes on companies names, tickers, or other economic terms to gauge investors’ attention are Dimpfl and Jank (2011), and Kita and Wang (2012).”
- What causes the attention of Bitcoin (2018, unknown): “Since the data is relative in nature, we follow Dimpfl and Jank (2016) and standardize the search queries such that the average search frequency over the sample period equals one.”