Using a novel dataset containing investors' access of company filings through the SEC's EDGAR system, we show that the abnormal number of IPs searching for firms' financial statements strongly predicts future stock returns and firm fundamentals. Consistent with theories of costly information...

This paper studies the power of online search intensity metrics, measured by Google, for examining and forecasting exchange rates. We use panel data consisting of quarterly time series from 2004 to 2018 and ten international countries with the highest currency trading volume. Newly, we include...

Internet search engines serve an ever-more-pressing need. They rely heavily on leeway under copyright law; in the U.S., that primarily means fair use. A 2013 decision, Associated Press v. Meltwater, advances an unsupported, highly limiting interpretation of fair use as it applies to search. Of...

We examine whether changes in the local school choice environment affect the amount of information parents collect about local school quality, using data on over 100 million searches from greatschools.org. We link monthly data on search frequency in local “Search Units” to information on...

This study investigates how well weekly Google search volumes track and predict bank failures in the United States between 2007 and 2012, contributing to the expanding literature that exploits internet data for the prediction of events. Different duration models with time-varying covariates are...

This paper provides a data-driven overview of the different online platforms that consumers use to search for books and booksellers, and documents how the use of these platforms is shifting over time. Our data suggest that, as a result of digitization, consumers are increasingly conducting...