Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market-Reference-Cited by-同舟云学术

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Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market

Published:2018-11 Issue: Volume:510 Page:802-811
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Gao Yang,Wang Yaojun,Wang Chao,Liu Chao

Funder

National Natural Science Foundation of China

Beijing Social Science Foundation of China

International Postdoctoral Exchange Fellowship Program

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference40 articles.

1. Can internet search queries help to predict stock market volatility?;Dimpfl;Eur. Financ. Manag.,2016

2. The impact of public information on the stock market;Mitchell;J. Finance,1994

3. The impact of salient political and economic news on the trading activity;Chan;Pac.-Basin Financ. J.,2001

4. Has microblogging changed stock market behavior? Evidence from China;Jin;Physica A,2016

5. Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market;Guo;Physica A,2017

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