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