Are stock markets efficient with respect to the Google Search Volume Index? A robustness check of the literature studies.-Reference-Cited by-同舟云学术

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Are stock markets efficient with respect to the Google Search Volume Index? A robustness check of the literature studies.

Published:2024-09 Issue: Volume: Page:102574
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Ghaddab Sarra,Peretti Christian de,Belkacem Lotfi

Publisher

Elsevier BV

Reference54 articles.

1. Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks. Pacific-Basin Finance;Adachi;Journal,2017

2. How investor attention affects stock returns? Some international evidence;Akarsu;Borsa Istanbul Review,2022

3. Investor Attention and Stock Market Volatility;Andrei;Review of Financial Studies,2015

4. Neurofinance versus the efficient markets hypothesis;Ardalan;Global Finance Journal,2018

5. Baltagi, B.H. (2021). Econometric Analysis of Panel Data. Springer International Publishing.

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