Lai, Huei-Hwa; Chang, Tzu-Pu; Hu, Cheng-Han; Chou, Po-Ching - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-18
This research examines whether Google search volume index (GSVI), a proxy of investor attention, can predict the excess returns and abnormal trading volumes of TPEx 50 index constituents. It also explores the motive underlying GSVI based on positive or negative shocks to stock prices. The...