Habibah, Ume; Rajput, Suresh Kumar Oad; Sadhwani, Ranjeeta - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
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...