Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies
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DOI: 10.1016/j.ribaf.2024.102574
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More about this item
Keywords
Market Efficiency; Google Search Volume Index; Market Returns; dynamic Panel; Heteroskedasticity; Cross-sectional Dependence;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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