Stock market return predictability: Google pessimistic sentiments versus fear gauge
This study aims at comparing Google Search Volume Indices (GSVIs—including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than Google indices, and it does granger cause the...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Taylor & Francis Group
2017-01-01
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| Edice: | Cogent Economics & Finance |
| Témata: | |
| On-line přístup: | http://dx.doi.org/10.1080/23322039.2017.1390897 |
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