English
Ciência-IUL
Publicações
Descrição Detalhada da Publicação
Título Revista
IIMB Management Review
Ano (publicação definitiva)
2020
Língua
Inglês
País
Estados Unidos da América
Mais Informação
Web of Science®
Scopus
Google Scholar
Abstract/Resumo
This study sought to confirm whether Internet search-based data have the potential both
to reveal populations’ underlying beliefs directly and to affect stock markets of
countries – in this case, Portugal. Based on the Internet search volume of several queries
related to household concerns, we constructed two Google-based sentiment measures
encompassing both positive and negative search terms. The results reveal that both
measures are correlated with aggregate stock market returns, trading volume and
abnormal trading volume. The results contribute to the literature by highlighting the
different roles of positive and negative sentiment in stock market activity
Agradecimentos/Acknowledgements
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Palavras-chave
Investor sentiment,Search-based data,Stock market,Portugal
Classificação Fields of Science and Technology
- Economia e Gestão - Ciências Sociais
Registos de financiamentos
| Referência de financiamento | Entidade Financiadora |
|---|---|
| UID/GES/00315/2013 | Fundação para a Ciência e a Tecnologia |
