Big Data Investments: Effects of Internet Search Queries on German Stocks free ebook download.

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Big Data Investments: Effects of Internet Search Queries on German Stocks free ebook download

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Author(s):	Jan Becker

Date:	2024	Format:	pdf	Language:	English	ISBN/ASIN:	3959345976
Pages:	94	OCR:		Quality:		ISBN13:
Uploader:	maveriks	Upload Date:	7/21/2024 12:49:58 AM

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3959345976 pdf
In recent years, the internet has developed very quickly and became a major source of information all over the planet. Many scientists have used search engine query data to forecast econometric time series like consumer confidence indicators, unemployment rates, retail sales, house price indices, stock prices, volatility of stocks and even commodity prices. Following the prior research this study analyzes the impact of internet search engine data on capital markets. Many authors already have contributed to index level data and most of them on the US market. This study adds to the existing literature on the German stock market. Two research questions are answered: First, whether an increase in search queries drives individual stock returns and second, whether queries affect the implied volatility of stock options. After controlling for seasonality, autocorrelation and general market risk, in the further analysis also the Price-to-Book valuation, one year performance and historical volatility are examined in interaction with internet search queries.
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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3266528	Book	https://rapidgator.net/file/9f740a3a44d9...		0.00	maveriks

Tags: Data Effects German Internet Investments Queries Search Stocks

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