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An alternative approach to predicting bank credit risk in Europe with Google data
16 references·2 citing·42 second hop
An alternative approach to predicting bank credit risk in Europe with Google data (2019)An alternative approach to predicting ban…The predictive power of Google searches in forecasting US unemployment (2017)The predictive power of Googl…It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017)It Depends on Where You Searc…Can investor attention predict oil prices? (2017)Can investor attention predic…The systemic risk of European banks during the financial and sovereign debt crises (2015)The systemic risk of European…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Investor attention, index performance, and return predictability (2014)Investor attention, index per…Spread the news: The impact of news on the European sovereign bond markets during the crisis (2012)Spread the news: The impact o…Predicting the Present with Google Trends (2012)Predicting the Present with G…Google Internet search activity and volatility prediction in the market for foreign currency (2012)Google Internet search activi…Can Google data help predict French youth unemployment? (2012)Can Google data help predict …Measuring economic uncertainty and its impact on the stock market (2011)Measuring economic uncertaint…Market response to policy initiatives during the global financial crisis (2011)Market response to policy ini…In Search of Attention (2011)In Search of AttentionGiving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyChina futures price forecasting based on online search and information transfer (2022)China futures price forecasti…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…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Retail Investor Attention and Stock Liquidity (2011)The relationship between corporate social responsibility and sustainable financial performance: firm‐level evidence from Taiwan (2018)Investor Attention and Global Market Returns during the COVID-19 Crisis (2020)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)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)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Noise Trader Risk in Financial Markets (1990)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Textual Analysis in Accounting and Finance: A Survey (2016)Measuring Economic Policy Uncertainty* (2016)Google It Up! A Google Trends-based Uncertainty index for the United States and Australia (2017)Computational socioeconomics (2019)Making Text Count: Economic Forecasting Using Newspaper Text (2020)An Empirical Evaluation of Accounting Income Numbers (1968)Biases in Dynamic Models with Fixed Effects (1981)The Cross-Section of Expected Stock Returns (1992)Investor Attention and Stock Returns (2018)Lazy Prices (2020)Cybersecurity Risk (2022)Big data in tourism research: A literature review (2018)Text as Data (2019)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2011In Search of Attention3,088 cited
  • 2012Predicting the Present with Google Trends2,353 cited
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  • 2011Measuring economic uncertainty and its impact on the stock market239 cited
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  • 2012Spread the news: The impact of news on the European sovereign bond markets during the crisis156 cited
  • 2012Can Google data help predict French youth unemployment?137 cited
  • 2012Google Internet search activity and volatility prediction in the market for foreign currency

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128 cited
  • 2017Can investor attention predict oil prices?125 cited
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    • 2022China futures price forecasting based on online search and information transfer37 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