newly emerged dataset from the Internet, this paper investigates whether the Baidu Index can be employed to predict Chinese … stock returns. The empirical results show that 1) the Search Frequency of Baidu Index (SFBI) can predict next day’s price … least SFBI outperforms the corresponding market index returns without consideration of the transaction costs. These results …

This paper incorporates the Baidu Index into various heterogeneous autoregressive type time series models and shows … that the Baidu Index is a superior predictor of realized volatility in the SSE 50 Index. Furthermore, the predictability of … the Baidu Index is found to rise as the forecasting horizon increases. We also find that continuous components enhance …

In this paper, we advocate the search frequency of stock name in Baidu Index as a novel and direct proxy for investor …

newly emerged dataset from the Internet, this paper investigates whether the Baidu Index can be employed to predict Chinese … stock returns. The empirical results show that 1) the Search Frequency of Baidu Index (SFBI) can predict next day's price … least SFBI outperforms the corresponding market index returns without consideration of the transaction costs. These results …

This paper incorporates the Baidu Index into various heterogeneous autoregressive type time series models and shows … that the Baidu Index is a superior predictor of realized volatility in the SSE 50 Index. Furthermore, the predictability of … the Baidu Index is found to rise as the forecasting horizon increases. We also find that continuous components enhance …

physician–patient interactions. Our results suggest that antibiotics abuse in China is not driven by patients actively demanding …

serious problem in China. The full development and utilization of renewable energy is the key and effective way for solving … the CO2 emissions problem. This paper reviews the rural energy consumption level and structure in China. Then, this paper … that if full development and utilization of renewable energy is achieved, on the basis of energy data in 2008, China …