We examine the effects of limited investor attention on stock returns by using Google search volume index to measure … find that the impact of investor attention on stock returns is not consistent throughout the world. The direction and … abnormal returns on investor attention is more consistent across countries. One-week lagged absolute abnormal returns can …

trading volumes under study are in line with common observations from other empirical studies. We observe clustering … cumulative trading volumes are associated with long duration. However, changes of price over short times are related to low …

For this paper, we dynamically analysed the comovements between three major stock markets-Germany, the UK, and the US …-and the countries of the European Union, divided into two groups: Eurozone and non-Eurozone. Correlation coefficients based on … a detrended cross-correlation analysis (DCCA) were used, and the respective temporal variation was evaluated. Given the …