Name: Big Data Investments: Effects of Internet Search Queries on German Stocks (en Inglés)
Price: 136.88 PEN
Availability: InStock
Author: Jan Becker
ISBN: 9783959345972

portada Big Data Investments: Effects of Internet Search Queries on German Stocks (en Inglés)

Big Data Investments: Effects of Internet Search Queries on German Stocks (en Inglés)

Formato

Libro Físico

Editorial

Diplomica Verlag

Autor

Jan Becker

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

ISBN13

9783959345972

Big Data Investments: Effects of Internet Search Queries on German Stocks (en Inglés)

Jan Becker (Autor) · Diplomica Verlag · Tapa Blanda

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Reseña del libro "Big Data Investments: Effects of Internet Search Queries on German Stocks (en Inglés)"

In recent years, the internet has developed very quickly and became a major source of information all over the planet. Many scientists have used search engine query data to forecast econometric time series like consumer confidence indicators, unemployment rates, retail sales, house price indices, stock prices, volatility of stocks and even commodity prices. Following the prior research this study analyzes the impact of internet search engine data on capital markets. Many authors already have contributed to index level data and most of them on the US market. This study adds to the existing literature on the German stock market. Two research questions are answered: First, whether an increase in search queries drives individual stock returns and second, whether queries affect the implied volatility of stock options. After controlling for seasonality, autocorrelation and general market risk, in the further analysis also the Price-to-Book valuation, one year performance and historical volatility are examined in interaction with internet search queries.