Big Data Investments: Effects of Internet Search Queries on German Stocks
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| Title: | Big Data Investments: Effects of Internet Search Queries on German Stocks |
|---|---|
| Description: | 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. |
| Authors: | Jan Becker |
| Resource Type: | eBook. |
| Subjects: | Internet searching, Stocks--Germany |
| Categories: | BUSINESS & ECONOMICS / Finance / General |
| Database: | eBook Collection (EBSCOhost) |
| FullText | Links: – Type: ebook-pdf Text: Availability: 0 |
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| Header | DbId: nlebk DbLabel: eBook Collection (EBSCOhost) An: 1090334 RelevancyScore: 1064 AccessLevel: 6 PubType: eBook PubTypeId: ebook PreciseRelevancyScore: 1063.91076660156 |
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| Items | – Name: Title Label: Title Group: Ti Data: Big Data Investments: Effects of Internet Search Queries on German Stocks – Name: Abstract Label: Description Group: Ab Data: 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. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Jan+Becker%22">Jan Becker</searchLink> – Name: TypePub Label: Resource Type Group: TypPub Data: eBook. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Internet+searching%22">Internet searching</searchLink><br /><searchLink fieldCode="DE" term="%22Stocks--Germany%22">Stocks--Germany</searchLink> – Name: SubjectBISAC Label: Categories Group: Su Data: <searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Finance+%2F+General%22">BUSINESS & ECONOMICS / Finance / General</searchLink> |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=nlebk&AN=1090334 |
| RecordInfo | BibRecord: BibEntity: Classifications: – Code: 332.64243 Scheme: ddc Type: prePub Languages: – Code: eng Text: English Subjects: – SubjectFull: Internet searching Type: general – SubjectFull: Stocks--Germany Type: general Titles: – TitleFull: Big Data Investments: Effects of Internet Search Queries on German Stocks Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Jan Becker – PersonEntity: Name: NameFull: Jan Becker IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Type: published Y: 2015 – D: 13 M: 04 Type: profile Y: 2016 Identifiers: – Type: isbn-print Value: 9783959345972 – Type: isbn-electronic Value: 9783959340977 Numbering: – Type: volume Value: 00007 Titles: – TitleFull: Big Data Investments: Effects of Internet Search Queries on German Stocks Type: main |
| ResultId | 1 |
