The Effects of Google Search on Stock Returns, Volatility and Trading Volume,Evidence from Tehran Stock Exchange, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor) ; Hagh-Panah, Farshad (Supervisor)
Abstract
The purpose of this study is to investigate the effect of Google search volume of trading tickers listed on the Tehran Stock Exchange, on volatility, abnormal returns, and trading volume. For this purpose, data related to the search volume as well as trading data for 22 trading tickers in the list of the 50 largest stock market companies from 2016 to 2020, has been extracted. After collecting data, the required calculations to estimate volatility and abnormal returns, as well as standardizing search volume and trading volume, are performed. Then the desired variables for all 22 selected tickers are placed in a data panel. Then, using the two main research models, descriptive and predictive...
Cataloging briefThe Effects of Google Search on Stock Returns, Volatility and Trading Volume,Evidence from Tehran Stock Exchange, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor) ; Hagh-Panah, Farshad (Supervisor)
Abstract
The purpose of this study is to investigate the effect of Google search volume of trading tickers listed on the Tehran Stock Exchange, on volatility, abnormal returns, and trading volume. For this purpose, data related to the search volume as well as trading data for 22 trading tickers in the list of the 50 largest stock market companies from 2016 to 2020, has been extracted. After collecting data, the required calculations to estimate volatility and abnormal returns, as well as standardizing search volume and trading volume, are performed. Then the desired variables for all 22 selected tickers are placed in a data panel. Then, using the two main research models, descriptive and predictive...
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