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Essays on momentum, autoregressive returns, and conditional volatility : evidence from the Saudi stock market

Alsubaie, Abdullah - 2007

Persistent link: https://www.econbiz.de/10009696677

Investors' perceptions on trading volume and stock return volatility in Indian stock market

Mahender; Aggarwal, Shalini; Verma, H. L. - In: The IUP journal of applied economics 13 (2014) 4, pp. 52-73

Persistent link: https://www.econbiz.de/10010438487

Stock market return predictability : Google pessimistic sentiments versus fear gauge

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...

Persistent link: https://www.econbiz.de/10011886968

Attention effect via internet search intensity in Asia-Pacific stock markets

Tantaopas, Parkpoom; Padungsaksawasdi, Chaiyuth; … - In: Pacific-Basin finance journal 38 (2016), pp. 107-124

Persistent link: https://www.econbiz.de/10011669069

Investors' Perceptions on Trading Volume and Stock Return Volatility in Indian Stock Market

Mahender - 2015

The present study aims to examine the investor's perception on trading volume and stock return volatility in Indian … volatility. The main implication of this study is for the investors and portfolio managers, as a majority of the respondents show … strong willingness to use trading volume and stock return volatility as an informational tool. Therefore, this study suggests …

Persistent link: https://www.econbiz.de/10013015882