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Predicting Financial Markets with Google Trends and Not so Random Keywords
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Predicting Financial Markets with Google Trends and Not so Random Keywords (2013)Predicting Financial Markets with Google …Quantifying Wikipedia Usage Patterns Before Stock Market Moves (2013)Quantifying Wikipedia Usage P…Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)Quantifying Trading Behavior …Critical reflexivity in financial markets: a Hawkes process analysis (2013)Critical reflexivity in finan…Predicting the Present with Google Trends (2012)Predicting the Present with G…Measuring economic uncertainty and its impact on the stock market (2011)Measuring economic uncertaint…In Search of Attention (2011)In Search of AttentionNowcasting is not Just Contemporaneous Forecasting (2009)Nowcasting is not Just Contem…Stupid Data Miner Tricks (2007)Stupid Data Miner TricksNews and Noise in G-7 GDP Announcements (2005)News and Noise in G-7 GDP Ann…An Introduction to High-Frequency Finance (2001)An Introduction to High-Frequ…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…Survivor Bias and Mutual Fund Performance (1996)Survivor Bias and Mutual Fund…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. (1982)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)The Political Business Cycle (1975)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Introducing the euro‐sting: Short‐term indicator of euro area growth (2010)Real-Time Forecasts of the Real Price of Oil (2012)Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises (2016)Expected Stock Returns and Variance Risk Premia (2009)Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test (2015)The interactive relationship between the US economic policy uncertainty and BRIC stock markets (2016)The impact and role of COVID-19 uncertainty: A global industry analysis (2021)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Twitter mood predicts the stock market (2011)Early Prediction of Movie Box Office Success Based on Wikipedia Activity Big Data (2013)Predicting short-term stock prices using ensemble methods and online data sources (2018)Measuring objective and subjective well-being: dimensions and data sources (2020)A NEW MEASURE OF RANK CORRELATION (1938)Computational Social Science (2009)BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)COVID-19, lockdowns and well-being: Evidence from Google Trends (2020)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Trading Volume and Serial Correlation in Stock Returns (1993)Asymptotics for out of sample tests of Granger causality (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows (2000)Incentive Fees and Mutual Funds (2003)Mutual Fund's R 2 as Predictor of Performance (2012)Big data in tourism research: A literature review (2018)Text as Data (2019)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Microstructure noise in the continuous case: The pre-averaging approach (2008)Realized kernels in practice: trades and quotes (2009)
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References

  • 2011In Search of Attention3,088 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2001An Introduction to High-Frequency Finance956 cited
  • 2013Quantifying Trading Behavior in Financial Markets Using Google Trends947 cited
  • 1996Survivor Bias and Mutual Fund Performance599 cited
  • 2013Quantifying Wikipedia Usage Patterns Before Stock Market Moves318 cited
  • 2011Measuring economic uncertainty and its impact on the stock market239 cited
  • 2005News and Noise in G-7 GDP Announcements219 cited
  • 2013Critical reflexivity in financial markets: a Hawkes process analysis187 cited
  • 2007Stupid Data Miner Tricks115 cited
  • 2009Nowcasting is not Just Contemporaneous Forecasting77 cited

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