Showing 1 - 10 of 33,438
Persistent link: https://www.econbiz.de/10012548555
Persistent link: https://www.econbiz.de/10010514142
Persistent link: https://www.econbiz.de/10011410204
Persistent link: https://www.econbiz.de/10012626640
Persistent link: https://www.econbiz.de/10013188433
Persistent link: https://www.econbiz.de/10014512029
Persistent link: https://www.econbiz.de/10014472651
Persistent link: https://www.econbiz.de/10011312746
This paper investigates the role of investor attention in forecasting realized volatility for fourteen international stock markets, by means of Google Trends data, over the sample period January 2004 through November 2021. We devise an augmented Empirical Similarity model that combines three...
Persistent link: https://www.econbiz.de/10012821063
Persistent link: https://www.econbiz.de/10012803443