Essays about: "Yun Hao Lo"

Found 1 essay containing the words Yun Hao Lo.

  1. 1. A Study of Search Interest on Google and Stock Movements

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Yeni Yuqin Li Helgesson; Yun Hao Lo; [2016]
    Keywords : Google Trends; search interest; investor attention; stocks;

    Abstract : This thesis investigates the relation between the search interest of company names from Google Trends and stock movements in five European countries (Sweden, Denmark, Spain, Portugal, and Italy) for weekly and monthly data. Using a sample of OMX Stockholm 30, OMX Copenhagen 20, IBEX 35, PSI 20, and FTSEMIB stocks from September 2006 to March 2016, we find that changes in weekly search interest on Google is neither correlated to return nor to liquidity, but is associated with (1) variations in trading value in all the countries; (2) share turnover only in Sweden and Denmark; (3) price volatility in Spain and Sweden. READ MORE