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• W3013597614 abstract "This study investigates whether there is a relationship between Google search and stock returns after we account for market, size, and value. We analyze weekly data on BIST 100 stocks from 2012 to 2017. Our results reveal that Google search is associated with positive returns, especially in small-capitalization stocks, but high search volume in the current period does not predict positive returns in the next period. The relationship is stronger (weaker) for sports and real estate (commercial and banking) firms. We provide additional evidence for market, size, and value factors. Institutional interest in the stock, more than firm size, can explain the relation between search volume and stock returns." @default.
• W3013597614 created "2020-04-03" @default.
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• W3013597614 date "2021-02-01" @default.
• W3013597614 modified "2023-09-26" @default.
• W3013597614 title "Google search and stock returns: A study on BIST 100 stocks" @default.
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• W3013597614 doi "https://doi.org/10.1016/j.gfj.2020.100518" @default.
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