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- W2390299709 abstract "This paper proposes a novel measure for economic uncertainty based on the frequency of internet information searches. The theoretical motivation is offered from findings about economic psychology that agents respond to increased uncertainty by intensifying their information search. The main advantages of using Internet information searches are broad and timely. At the same time, compared with words, internet information searches can reflect people's behaviors more obviously and subjectively. The search-based uncertainty measure compares well against a peer group of alternative indicators, and it is shown to have a significant relationship with aggregate stock returns and volatility." @default.
- W2390299709 created "2016-06-24" @default.
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- W2390299709 date "2014-01-01" @default.
- W2390299709 modified "2023-09-26" @default.
- W2390299709 title "Measuring Economic Uncertainty and the Impact on the Stock Market——Based on the Technology of Internet Information Searches" @default.
- W2390299709 hasPublicationYear "2014" @default.
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