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Google search and stock returns in emerging markets
16 references·14 citing·19 second hop
Google search and stock returns in emerging markets (2019)Google search and stock returns in emergi…A five-factor asset pricing model (2014)A five-factor asset pricing m…The other side of value: The gross profitability premium (2013)The other side of value: The …Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)Quantifying Trading Behavior …Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…In Search of Attention (2011)In Search of AttentionCapital Investments and Stock Returns (2004)Capital Investments and Stock…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Relationship between fintech by Google search and bank stock return: a case study of Vietnam (2024)Relationship between fintech …Google search volume index and investor attention in stock market: a systematic review (2024)Google search volume index an…Exploring investor attention in Shariah markets, macroeconomic influences, and corporate performance: Insights from Indonesia (2024)Exploring investor attention …The effect of investor attention on stock price crash risk (2023)The effect of investor attent…Google search trends and stock markets: Sentiment, attention or uncertainty? (2023)Google search trends and stoc…FINTECH, BANKS, AND THE COVID-19 PANDEMIC: EVIDENCE FROM INDONESIA (2022)FINTECH, BANKS, AND THE COVID…Does investor sentiment predict bitcoin return and volatility? A quantile regression approach (2022)Does investor sentiment predi…Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks (2022)Asymmetric connectedness betw…Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period (2022)Assessing the influence of ne…Investor Sentiment and Stock Returns During the COVID-19 Pandemic (2021)Investor Sentiment and Stock …How investor attention affects stock returns? Some international evidence (2021)How investor attention affect…Stock‐induced Google trends and the predictability of sectoral stock returns (2020)Stock‐induced Google trends a…Google search and stock returns: A study on BIST 100 stocks (2020)Google search and stock retur…Google trends and the predictability of precious metals (2019)Google trends and the predict…Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Biases in Dynamic Models with Fixed Effects (1981)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Multifactor Explanations of Asset Pricing Anomalies (1996)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Editor's Choice Digesting Anomalies: An Investment ApproachDo Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 2011In Search of Attention3,088 cited
  • 2013The other side of value: The gross profitability premium1,977 cited
  • 2004Capital Investments and Stock Returns1,411 cited
  • 2013

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Quantifying Trading Behavior in Financial Markets Using Google Trends
947 cited

Cited by

  • 2022Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks57 cited
  • 2023Google search trends and stock markets: Sentiment, attention or uncertainty?54 cited
  • 2020Stock‐induced Google trends and the predictability of sectoral stock returns51 cited
  • 2022Does investor sentiment predict bitcoin return and volatility? A quantile regression approach50 cited
  • 2019Google trends and the predictability of precious metals48 cited
  • 2023The effect of investor attention on stock price crash risk39 cited
  • 2024Google search volume index and investor attention in stock market: a systematic review39 cited
  • 2020Google search and stock returns: A study on BIST 100 stocks39 cited
  • 2021How investor attention affects stock returns? Some international evidence36 cited
  • 2021Investor Sentiment and Stock Returns During the COVID-19 Pandemic33 cited
  • 2022Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period23 cited
  • 2022FINTECH, BANKS, AND THE COVID-19 PANDEMIC: EVIDENCE FROM INDONESIA16 cited
  • 2024Exploring investor attention in Shariah markets, macroeconomic influences, and corporate performance: Insights from Indonesia15 cited
  • 2024Relationship between fintech by Google search and bank stock return: a case study of Vietnam14 cited