Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Habibah, Ume - In: Cogent economics & finance 6 (2018) 1, pp. 1-50
This study investigates whether Google Search Volume Indices (GSVIs) bring shifts in the expected return of prominent pricing factors in comparison to the Volatility Index (VIX). The results show that compared to VIX, GSVIs bring less significant changes in expected premium on Fama-French's...
