Web search queries can predict stock market volumes
Ilaria BordinoStefano BattistonGuido CaldarelliMatthieu CristelliAntti UkkonenIngmar WeberPublished in: CoRR (2011)
Keyphrases
- stock market
- web search queries
- short term
- stock price
- financial time series
- trading rules
- stock exchange
- web search
- financial data
- financial markets
- stock index futures
- web search engines
- stock returns
- stock trading
- stock data
- financial news
- garch model
- query logs
- stock market data
- chinese stock market
- knowledge discovery
- long term