Google search trends and stock markets: sentiment, attention or uncertainty?
(2023)
Journal Article
SZCZYGIELSKI, J.J., CHARTERIS, A., BWANYA, P.R. and BRZESZCZYŃSKI, J. 2023. Google search trends and stock markets: sentiment, attention or uncertainty? International review of financial analysis [online], In Press, article 102549. Available from: https://doi.org/10.1016/j.irfa.2023.102549
Keyword based measures purporting to reflect investor sentiment attention or uncertainty have been increasingly used to model stock market behaviour. We investigate and shed light on the narrative reflected by Google search trends (GST) by constructi... Read More about Google search trends and stock markets: sentiment, attention or uncertainty?.