學術產出-期刊論文
| 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 | 25-五月-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 | 25-五月-2021 11:51:51 (UTC+8) | - |
| dc.date.available | 25-五月-2021 11:51:51 (UTC+8) | - |
| dc.date.issued (上傳時間) | 25-五月-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 |