dc.contributor.author | Skei, Emil Breivikås | |
dc.contributor.author | Strøm, Jon Velure | |
dc.date.accessioned | 2019-10-17T07:39:44Z | |
dc.date.available | 2019-10-17T07:39:44Z | |
dc.date.issued | 2019 | |
dc.identifier.uri | http://hdl.handle.net/11250/2622686 | |
dc.description | Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2019 | nb_NO |
dc.description.abstract | 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 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.iso | eng | nb_NO |
dc.publisher | Handelshøyskolen BI | nb_NO |
dc.subject | finans | nb_NO |
dc.subject | finance | nb_NO |
dc.title | Predicting Stock Market Dynamics with Google Trends | nb_NO |
dc.type | Master thesis | nb_NO |