Sunday, September 14, 2014

Financial Research with Google Trends

Quantifying the semantics of search behavior before stock market moves
Curme, Preis, Stanley & Moat (2013)
http://www.pnas.org/content/111/32/11600.abstract


Nowcasting with Google Trends in an emerging market
Carrière-Swallow & Labbé (2013)
http://onlinelibrary.wiley.com/doi/10.1002/for.1252/full

Google attention and target price run ups
Signos (2013)
http://www.sciencedirect.com/science/article/pii/S1057521912001184

Quantifying trading behavior in financial markets using Google Trends
Preis & Stanley (2013)
http://www.nature.com/srep/2013/130425/srep01684/full/srep01684.html?ftcamp=crm/email/2013426/nbe/AlphavilleNewYork/product

Quantifying the Advantage of Looking Forward
Preis, Moat, Stanley & Bishop (2012)
http://www.nature.com/srep/2012/120405/srep00350/full/srep00350.html

Web Search Queries Can Predict Stock Market Volumes
Bordino (2012)
http://dx.plos.org/10.1371/journal.pone.0040014 

Forecasting private consumption: survey‐based indicators vs. Google trends
Vosen & Schmidt (2011)
http://onlinelibrary.wiley.com/doi/10.1002/for.1213/full

Information Demand and Stock Market Volatility
Vlastakis & Markellos (2011)
http://www.sciencedirect.com/science/article/pii/S0378426612000507

In search of attention
Da, Engelberg & Gao (2011)
http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6261.2011.01679.x/full

In search of fundamentals
Da, Engelberg & Gao (2011)
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1589805

Investor information demand: Evidence from Google searches around earnings announcements
Drake, Roulstone & Thornock (2011)
http://onlinelibrary.wiley.com/doi/10.1111/j.1475-679X.2012.00443.x/full

The sum of all fears: investor sentiment and asset prices
Da, Engelberg & Gao (2010)
https://www3.nd.edu/~pgao/papers/FEARS_20131007.pdf

The determinants of international investment and attention allocation: Using internet search query data
Mondria, Wu & Zhang (2010)
http://www.sciencedirect.com/science/article/pii/S0022199610000449

Predicting the Present with Google Trends
Choi & Varian (2009)
http://onlinelibrary.wiley.com/doi/10.1111/j.1475-4932.2012.00809.x/full

Forecasting Private Consumption: Survey-based Indicators vs. Google Trends
Schmidt & Vosen (2009)
http://econpapers.repec.org/paper/rwirepape/0155.htm

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