Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components

Physica A: Statistical Mechanics and its Applications

Volumn 428, Issue , 2015, Pages 194-205

  Kristoufek, Ladislav ^a,b  

^a INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Cross correlations; Google Trends; Long term memory; Online searches; Traded volume; Volatility

Indexed keywords

COMMERCE; FINANCIAL MARKETS; ONLINE SEARCHING;

CROSS CORRELATIONS; GOOGLE TRENDS; LONG TERM MEMORY; TRADED VOLUME; VOLATILITY;

SEARCH ENGINES;

EID: 84923807398     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2015.02.057     Document Type: Article

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