Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis

Swamy, Vighneswara; Dharani, M.; Takeda, Fumiko

doi:10.1016/j.ribaf.2019.04.010

Cited by 56 publications

(37 citation statements)

References 53 publications

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“…Nguyen et al (2019) state that the search volume reduces stock returns. Swamy et al (2019) indicate that high search speed will generate high returns.…”

Section: Literature Examining Investor Sentiment and Google Searchesmentioning

confidence: 99%

Predicting financial market returns in the presence of health crisis: evidence from conventional and Islamic stock markets

Tuna

2021

Economic Research-Ekonomska Istraživanja

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The purpose of this study is to examine the usability of the news about the COVID-19 outbreak as a predictor in financial markets. Index values of 11 different sectors in conventional and Islamic stock markets and the index values obtained from COVID-19 deaths, COVID-19 cases and health news were used for this purpose. News variables indices were calculated through Google search volume (G.S.V.) values obtained from Google trend. The daily data between 19 March 2020 and 27 July 2020 were used in the study for 25 index values in total. Regression analysis was used in the study. According to the study results, COVID-19 deaths, COVID-19 cases and health news used as predictors have higher performance than historical return values in all sectors of both conventional and Islamic financial markets. In addition, Islamic stock markets show more attention to the news about the COVID-19 outbreak than conventional stock markets. Accordingly, COVID-19 deaths, COVID-19 cases and health news can be used as effective predictors in Islamic financial markets.

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“…Nguyen et al (2019) state that the search volume reduces stock returns. Swamy et al (2019) indicate that high search speed will generate high returns.…”

Section: Literature Examining Investor Sentiment and Google Searchesmentioning

confidence: 99%

Predicting financial market returns in the presence of health crisis: evidence from conventional and Islamic stock markets

Tuna

2021

Economic Research-Ekonomska Istraživanja

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“…The study found that the higher the interest of retail investors as measured by the Google Trends search volume index, the higher the expected return of real estate investment trusts. Swamy et al ( 2019 ) use data from S&P BSE 500 companies listed on the Indian Stock Exchange from 2012 to 2017 to examine the effectiveness of investor attention as measured by the Google search volume index in predicting stock returns. The results of the study show that a higher Google search volume index can predict positive and significant earnings in the following 1–2 weeks.…”

Section: Literature Reviewmentioning

confidence: 99%

Investor Sentiment and Stock Returns During the COVID-19 Pandemic

et al. 2021

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In this paper, we regard the Baidu index as an indicator of investors' attention to China's epidemic stocks. We believe that when seeking information to guide investment decisions, investor sentiment is usually affected by the information provided by the Baidu search engine, which may cause stock prices to fluctuate. Therefore, we constructed a GARCH extended model including the Baidu index to predict the return of epidemic stocks and compared it with the benchmark model. The empirical research in this paper finds that the forecast model including the Baidu index is significantly better than the benchmark model. This has important reference value both for investors in predicting stock trends and for the government's formulation of policies to prevent excessive stock market volatility.

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“…Hasil penelitian (Shahid et al, 2017), (Za & Tricahyadinata, 2017), ( Lee et al, 2018), (Tata et al, 2019), (Swamy et al, 2019), (Dreher et al, 2018), (Upadhyay et al, 2019), (Zia & Rao, 2019), (Rybaczewska et al, 2020) menyatakan bahwa Google Ads mempengaruhi Brand Awareness.…”

Section: Bertinus Sijabatmentioning

confidence: 99%

Analisis Keputusan Membeli Berbasis Brand Awareness sebagai Impak Google Ads dan Facebook Ads (Kajian Pelanggan Lazada)

Sijabat

2021

SLJIL

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Penelitian ini bertujuan untuk menguji analisis keputusan pembelian berbasis Brand Awareness sebagai dampak pada Google Ads dan iklan Facebook. Penelitian dilakukan terhadap 97 responden yang merupakan pelanggan Lazada. Hasil penelitian ini menunjukkan: 1). Variabel Google Ads (X1) dengan brand awareness (Y1) terbukti memiliki efek dan efek yang signifikan terhadap brand awareness, dengan parameter koefisien 0,5081 (P Value <0,05) sebesar 0,0000. Hal ini menunjukkan bahwa variabel Google Ads memiliki efek signifikan pada variabel brand awareness (Y1). 2). Variabel iklan Facebook (X2) dengan brand awareness (Y1) terbukti berpengaruh dan signifikan terhadap brand awareness dengan parameter koefisien 0,3447 dan P Value < 0,05 dari 0,0000. Ini menunjukkan bahwa variabel Iklan Facebook mempengaruhi variabel brand awareness (Y1). 3). Variabel Google Ads (X1) dengan keputusan pembelian (Y2) terbukti memiliki efek signifikan pada keputusan pembelian dengan parameter koefisien 0,2385 dan nilai P<0,05 sebesar 0,0009. Ini menunjukkan bahwa variabel Google Ads mempengaruhi variabel keputusan pembelian (Y2). 4). Variabel iklan Facebook (X2) dengan keputusan pembelian (Y2) terbukti memiliki efek dan efek yang signifikan pada keputusan pembelian yaitu dengan parameter koefisien 0,2761 dan P Value<0,05 dari 0,0020. Ini menunjukkan bahwa variabel iklan Facebook mempengaruhi variabel keputusan pembelian (Y2). 5). Variable brand awareness (Y1) dengan keputusan untuk membeli (Y2) terbukti berpengaruh dan signifikan terhadap keputusan pembelian dengan parameter koefisien 0,4497 dan nilai P < 0,05 dari 0,0000. Ini menunjukkan bahwa variabel Brand Awareness terbukti memiliki efek pada variabel keputusan pembelian (Y2).

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Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis

Cited by 56 publications

References 53 publications

Predicting financial market returns in the presence of health crisis: evidence from conventional and Islamic stock markets

Predicting financial market returns in the presence of health crisis: evidence from conventional and Islamic stock markets

Investor Sentiment and Stock Returns During the COVID-19 Pandemic

Analisis Keputusan Membeli Berbasis Brand Awareness sebagai Impak Google Ads dan Facebook Ads (Kajian Pelanggan Lazada)

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