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題名 Online search activities and investor attention on financial markets
作者 陳鴻毅
Chen, Hong-Yi
Lo, Te-Chien
貢獻者 財管系
關鍵詞 Online search activities;Trading volume;Stock turnover;Stock volatility
日期 2019-03
上傳時間 25-May-2021 11:51:51 (UTC+8)
摘要 We investigate the online search activities regarding stock markets and their applications on forecasting trading volumes, stock turnover, and stock volatility. Following Da et al. (2011), we use the Google Search Volume Index (SVI) as a direct proxy for individual investors` attention. For Taiwan`s top 50 firms, we show that online search activities are significantly correlated with stock turnover, trading volumes and stock volatility, indicating that online search activities reflect individual investors` attention and thus are associated with investors` investment behaviors.
關聯 Asia Pacific Management Review, Vol.24, No.1, pp.21-26
資料類型 article
DOI https://doi.org/10.1016/j.apmrv.2018.11.001
dc.contributor 財管系
dc.creator (作者) 陳鴻毅
dc.creator (作者) Chen, Hong-Yi
dc.creator (作者) Lo, Te-Chien
dc.date (日期) 2019-03
dc.date.accessioned 25-May-2021 11:51:51 (UTC+8)-
dc.date.available 25-May-2021 11:51:51 (UTC+8)-
dc.date.issued (上傳時間) 25-May-2021 11:51:51 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/135119-
dc.description.abstract (摘要) We investigate the online search activities regarding stock markets and their applications on forecasting trading volumes, stock turnover, and stock volatility. Following Da et al. (2011), we use the Google Search Volume Index (SVI) as a direct proxy for individual investors` attention. For Taiwan`s top 50 firms, we show that online search activities are significantly correlated with stock turnover, trading volumes and stock volatility, indicating that online search activities reflect individual investors` attention and thus are associated with investors` investment behaviors.
dc.format.extent 298581 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Asia Pacific Management Review, Vol.24, No.1, pp.21-26
dc.subject (關鍵詞) Online search activities;Trading volume;Stock turnover;Stock volatility
dc.title (題名) Online search activities and investor attention on financial markets
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.1016/j.apmrv.2018.11.001
dc.doi.uri (DOI) https://doi.org/10.1016/j.apmrv.2018.11.001