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dc.contributor.authorSkei, Emil Breivikås
dc.contributor.authorStrøm, Jon Velure
dc.date.accessioned2019-10-17T07:39:44Z
dc.date.available2019-10-17T07:39:44Z
dc.date.issued2019
dc.identifier.urihttp://hdl.handle.net/11250/2622686
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2019nb_NO
dc.description.abstractWe 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 predictable powers for future returns. We collect the data from all companies on the S&P 500 between 2014-2018. This paper aims to contribute to existing studies on the subject by replicating previous research methods with current data. We provide evidence that SVI has a statistically significant negative impact on short-term returns. Furthermore, we argue that there is a relatively weak relationship between SVI and other traditional indirect proxies for investor attention.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinansnb_NO
dc.subjectfinancenb_NO
dc.titlePredicting Stock Market Dynamics with Google Trendsnb_NO
dc.typeMaster thesisnb_NO


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