Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl
System messages
  • Session was invalidated!

Results found: 1

first rewind previous Page / 1 next fast forward last

Search results

help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market

100%
Duc D. T. V., Hoai N. T., Nguyen V. P., Nguyen D. P., Anh N. H., Hai H. H.
Economics and Business Review
|
2024
|
vol. 10
|
issue 1
30-56
EN
The study investigates investor attention's impact on stock trading by modeling the relationship between Google search intensity and stock return with stocks listed in frontier markets in Vietnam from October 2016 to October 2021. The study has three findings. First, the study confirms the price pressure hypothesis and attention theory that Google search intensity positively affects stock returns. Second, this study indicates that the impact of Google search intensity on stock price is short. The positive effect is within the week of searching and reverses the following week, although the reverse force is not strong. Third, the relationship is more robust post than pre-COVID-19, suggesting that after a shock, more new individual investors enter the market, the impact of GSVI on stock return is stronger.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.