Swamy, Vighneswara; Dharani, Munusamy - In: Review of Behavioral Finance 11 (2019) 1, pp. 55-69
Purpose: The purpose of this paper is to investigate whether the investor attention using the Google search volume index (GSVI) can be used to forecast stock returns. The authors also find the answer to whether the “price pressure hypothesis” would hold true for the Indian stock market....