Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information

PurposeThis paper verifies whether popular Internet information from Internet forum and search engine exhibit useful content for forecasting the volatility in Chinese stock market.Design/methodology/approachFirst, the authors’ study commences with several HAR-RV-type models, then the study amplifies...

Full description

Saved in:
Bibliographic Details
Published in:China finance review international 2023-04, Vol.13 (2), p.263-284
Main Authors: Lang, Qiaoqi, Wang, Jiqian, Ma, Feng, Huang, Dengshi, Mohamed Ismail, Mohamed Wahab
Format: Article
Language:English
Subjects:
Forecasting
Internet stocks
Investments
Investor behavior
Market shares
Search engines
Securities markets
Social networks
Stock exchanges
Trends
Volatility
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!