Time varying spillovers between the online search volume and stock returns : case of CESEE markets
Year of publication: |
2019
|
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Authors: | Škrinjarić, Tihana |
Subject: | Google search volume | investor attention | realized volatility | spillover index | stock returns | VAR | Spillover-Effekt | Spillover effect | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Kapitaleinkommen | Capital income | Suchmaschine | Search engine | Informationsverhalten | Information behaviour | VAR-Modell | VAR model | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs7040059 [DOI] hdl:10419/257657 [Handle] |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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