Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components

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SYSNO	0452317
Title	Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components
Author(s)	Krištoufek, Ladislav (UTIA-B) [E]_{RID, ORCID}
Source Title	Physica. A : Statistical Mechanics and its Applications. Roč. 428, č. 1 (2015), s. 194-205. - : Elsevier
Document Type	Článek v odborném periodiku
Grant	GP14-11402P GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
Institutional support	UTIA-B - RVO:67985556
Language	eng
Country	NL
Keywords	Online searches * Google Trends * Long-term memory * Cross-correlations * Volatility * Traded volume
URL	http://library.utia.cas.cz/separaty/2015/E/kristoufek-0452317.pdf
Permanent Link	http://hdl.handle.net/11104/0253708

Number of the records: 1