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This study aims at comparing Google Search Volume Indices (GSVIs—including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than Google indices, and it does granger...
Persistent link: https://www.econbiz.de/10011886968
Persistent link: https://www.econbiz.de/10014234339
Persistent link: https://www.econbiz.de/10014535055
This study aims at comparing Google Search Volume Indices (GSVIs-including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than Google indices, and it does granger cause...
Persistent link: https://www.econbiz.de/10011988804