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Googling Investor Sentiment around the World
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| Zeitschriftentitel: | Journal of Financial and Quantitative Analysis |
|---|---|
| Personen und Körperschaften: | , , |
| In: | Journal of Financial and Quantitative Analysis, 55, 2020, 2, S. 549-580 |
| Format: | E-Article |
| Sprache: | Englisch |
| veröffentlicht: |
Cambridge University Press (CUP)
|
| Schlagwörter: |
| author_facet |
Gao, Zhenyu Ren, Haohan Zhang, Bohui Gao, Zhenyu Ren, Haohan Zhang, Bohui |
|---|---|
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Gao, Zhenyu Ren, Haohan Zhang, Bohui |
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Gao, Zhenyu Ren, Haohan Zhang, Bohui Journal of Financial and Quantitative Analysis Googling Investor Sentiment around the World Economics and Econometrics Finance Accounting |
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Gao, Zhenyu Ren, Haohan Zhang, Bohui 0022-1090 1756-6916 Cambridge University Press (CUP) Economics and Econometrics Finance Accounting http://dx.doi.org/10.1017/s0022109019000061 <jats:p>We study how investor sentiment affects stock prices around the world. Relying on households’ Google search behavior, we construct a weekly measure of sentiment for 38 countries during 2004–2014. We validate the sentiment index in tests using sports outcomes and show that the sentiment measure is a contrarian predictor of country-level market returns. Furthermore, we document an important role of global sentiment in stock markets.</jats:p> Googling Investor Sentiment around the World Journal of Financial and Quantitative Analysis |
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Googling Investor Sentiment around the World |
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Googling Investor Sentiment around the World |
| title_short |
Googling Investor Sentiment around the World |
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googling investor sentiment around the world |
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Economics and Econometrics Finance Accounting |
| url |
http://dx.doi.org/10.1017/s0022109019000061 |
| publishDate |
2020 |
| physical |
549-580 |
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<jats:p>We study how investor sentiment affects stock prices around the world. Relying on households’ Google search behavior, we construct a weekly measure of sentiment for 38 countries during 2004–2014. We validate the sentiment index in tests using sports outcomes and show that the sentiment measure is a contrarian predictor of country-level market returns. Furthermore, we document an important role of global sentiment in stock markets.</jats:p> |
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| author | Gao, Zhenyu, Ren, Haohan, Zhang, Bohui |
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| description | <jats:p>We study how investor sentiment affects stock prices around the world. Relying on households’ Google search behavior, we construct a weekly measure of sentiment for 38 countries during 2004–2014. We validate the sentiment index in tests using sports outcomes and show that the sentiment measure is a contrarian predictor of country-level market returns. Furthermore, we document an important role of global sentiment in stock markets.</jats:p> |
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| spelling | Gao, Zhenyu Ren, Haohan Zhang, Bohui 0022-1090 1756-6916 Cambridge University Press (CUP) Economics and Econometrics Finance Accounting http://dx.doi.org/10.1017/s0022109019000061 <jats:p>We study how investor sentiment affects stock prices around the world. Relying on households’ Google search behavior, we construct a weekly measure of sentiment for 38 countries during 2004–2014. We validate the sentiment index in tests using sports outcomes and show that the sentiment measure is a contrarian predictor of country-level market returns. Furthermore, we document an important role of global sentiment in stock markets.</jats:p> Googling Investor Sentiment around the World Journal of Financial and Quantitative Analysis |
| spellingShingle | Gao, Zhenyu, Ren, Haohan, Zhang, Bohui, Journal of Financial and Quantitative Analysis, Googling Investor Sentiment around the World, Economics and Econometrics, Finance, Accounting |
| title | Googling Investor Sentiment around the World |
| title_full | Googling Investor Sentiment around the World |
| title_fullStr | Googling Investor Sentiment around the World |
| title_full_unstemmed | Googling Investor Sentiment around the World |
| title_short | Googling Investor Sentiment around the World |
| title_sort | googling investor sentiment around the world |
| title_unstemmed | Googling Investor Sentiment around the World |
| topic | Economics and Econometrics, Finance, Accounting |
| url | http://dx.doi.org/10.1017/s0022109019000061 |