Year: 2025
Type: conference-paper
Abstract: With the development of the Internet,online search has become a main way for gaining data. This research is mainly to explore the correlation between search data of Baidu index and stock fluctuation and assess the prediction ability of Baidu index on stock fluctuation. The research used China stock market and Baidu search index from 2011 to 2022,which covers the information of A-share listed company and online search behavior. The result of experiment indicates that there is a strong correlation between search index and stock volatility, which means that we could use Baidu search index to predict stock market volatility. The innovation of the study is the systematic use of long-term search data to study the stock volatility of A-share listed company, and the research use XGBoost model to build prediction model. The result of this research might provide a new view for market volatility and it is novelty for investor and relevant apartment to invest and manage.
Authors: Liqing Yao, Qiyuan Wang
Institution: Beijing Information Science & Technology University
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: hybrid
OpenAlex ID: W4413812520