Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic Modelling 35 (2013) C, pp. 674-681
The aim of this paper is to study the influence of investor attention on the French stock market activity and volatility. Following an original way, we construct a non-standard proxy of investor attention on the basis of investors' online search behavior exclusively provided by “Google...