Unintentional Herd Behavior via the Google Search Volume Index in International Equity Markets

Author(s):  
Phasin Wanidwaranan ◽  
Chaiyuth Padungsaksawasdi
2009 ◽  
Vol 94 (1) ◽  
pp. 18-46 ◽  
Author(s):  
Rui Albuquerque ◽  
Gregory H. Bauer ◽  
Martin Schneider

2019 ◽  
Vol 9 (12) ◽  
pp. 381-386
Author(s):  
A Sarath Babu

This paper is an attempt to examine the impact of investors’ attention on returns and the traded volume of American Depository Receipts prices for selected ten Indian Stocks. The Google search volume index has been used as a proxy for investors’ attention in this paper. However, factors such as size and book to market ratio were used to indicate as control variables. The results reveal that investors’ attention variable significantly affects ADRs traded volume, but has no impact on the ADR prices.


2019 ◽  
Vol 98 ◽  
pp. 1-22 ◽  
Author(s):  
Mohamed Arouri ◽  
Oussama M’saddek ◽  
Duc Khuong Nguyen ◽  
Kuntara Pukthuanthong

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