relationships, while controlling for the macroeconomic variables, are used by employing Consumer Confidence Index (CCI) and trade …

Employing asset-pricing models over the period 2012 to 2017, this study examines whether a search attention index (SAI …) explains the variation in the weekly excess return of stocks. The study finds that the estimated abnormal return of a portfolio … return of stocks as well as the market, size, value, and momentum factors. …