Blar i BI Open på forfatter "Strøm, Jon Velure"
-
Predicting Stock Market Dynamics with Google Trends
Skei, Emil Breivikås; Strøm, Jon Velure (Master thesis, 2019)We investigate investor attention measured by search volume index (SVI) data from Google Trends, and its impact on returns. Moreover, we examine the features of SVI as both an explanatory variable at time zero and its ...