Online search activities and investor attention on financial markets

Title	Online search activities and investor attention on financial markets
Creator	陳鴻毅 Chen, Hong-Yi Lo, Te-Chien
Contributor	財管系
Key Words	Online search activities;Trading volume;Stock turnover;Stock volatility
Date	2019-03
Date Issued	25-May-2021 11:51:51 (UTC+8)
Summary	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.
Relation	Asia Pacific Management Review, Vol.24, No.1, pp.21-26
Type	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