Essays about: "Gradual information diffusion"

Found 2 essays containing the words Gradual information diffusion.

  1. 1. Big Data Strategies - Worth the Hype?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ksenia Parviainen; [2018]
    Keywords : google; big data; stock market prediction; SVI;

    Abstract : This paper combines studies around investor attention, equity home bias puzzle and gradual diffusion of local information hypothesis. I study whether Google's Search Volume Index (SVI) has the ability to predict abnormal returns, volatility and liquidity on an industry level. READ MORE

  3. 2. Can industries predict the stock market in China?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Chun Pan; Tian Qiu; [2012]
    Keywords : Asset pricing; Industrial portfolios; Gradual information diffusion; Return predictability; Chinese stock market;

    Abstract : In the thesis we investigate the return predictabilities of ten industry portfolios on the Chinese stock market as well as intra and inter industry predictabilities. We find a number of industry returns, including energy, telecommunication services and financials are able to predict the market up to three days. READ MORE