Can Google Search Volume Index Explain US Stock Volatility?

碩士 === 國立臺灣大學 === 財務金融學研究所 === 105 === The objective of this study is to analyze the influence of investor attention on US stock market volatility. Investors’ online search behavior is used as a novel proxy of investor attention, based on data provided by Google Trends( Search Volume Index , SVI )....

Full description

Bibliographic Details
Main Authors: Cheng-Hsun Tsai, 蔡承勳
Other Authors: 廖咸興
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/uu2sr5