Googling Investor Sentiment around the World
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Officially Accepted for Publication

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AbstractWe 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.
Acceptance Date11/01/2019
All Author(s) ListZhenyu Gao, Haohan Ren, Bohui Zhang
Journal nameJournal of Financial and Quantitative Analysis
LanguagesEnglish-United States

Last updated on 2021-30-04 at 02:15