Article ID Journal Published Year Pages File Type
5069718 Finance Research Letters 2012 9 Pages PDF
Abstract
► Economic uncertainty is modeled using data on internet searches. ► Higher uncertainty leads to increased information seeking, which shows up in internet searches. ► Measure based on internet searches compares well against alternatives. ► Has impact on aggregate stock returns and volatility.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Measuring economic uncertainty and its impact on the stock market
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