Flores-Muñoz, Francisco; Báez-García, Alberto Javier; … - In: Journal of Economics, Finance and Administrative Science 24 (2019) 48, pp. 194-204
This work aims to explore the behavior of stock market prices according to the autoregressive fractional differencing integrated moving average model. This behavior will be compared with a measure of online presence, search engine results as measured by Google Trends. Design/methodology/approach...