| Summary: | 碩士 === 國立臺灣大學 === 財務金融學研究所 === 104 === This study investigates what determinants can explain investor attention on Taiwan stocks by observing the relationship between Google Search Volume Index and variables such as political elections, disaster events, trading days and research and development (R&D) expense. The sample consists of 17,537 weekly observations and 4,700 monthly observations based on fifty listed stocks of TW50. The empirical results show that investor attention decreases when disasters event occurs, and investor attention increases with number of trading days in a week. These interesting findings are not mentioned in past literature.
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