Web search volume acceleration and cross-sectional returns
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DOI: 10.1016/j.ribaf.2023.102066
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References listed on IDEAS
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Cited by:
- Ma, Yao & Yang, Baochen & Ye, Tao, 2024. "Quality acceleration and cross-sectional returns: Empirical evidence," Research in International Business and Finance, Elsevier, vol. 69(C).
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More about this item
Keywords
Web search volume acceleration; Cross-sectional returns; Mispricing; Return predictability;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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