Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure

This paper investigates the relationship between investors' attention, as measured by Google search queries, and equity implied volatility during the COVID-19 outbreak. Recent studies show that search investors' behavior data is an extremely abundant repository of predictive data, and inve...

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Detalles Bibliográficos
Autores principales: Papadamou, Stephanos, Fassas, Athanasios P., Kenourgios, Dimitris, Dimitriou, Dimitrios
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10258586/
https://www.ncbi.nlm.nih.gov/pubmed/37325185
http://dx.doi.org/10.1016/j.jeca.2023.e00317

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10258586/
https://www.ncbi.nlm.nih.gov/pubmed/37325185
http://dx.doi.org/10.1016/j.jeca.2023.e00317

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