In Search of Attention
Work
Year: 2011
Type: article
Abstract: We propose a new and direct measure of investor attention using search frequency in Google (Search Volume Index (SVI)). In a sample of Russell 3000 stocks from 2004 to 2008, we find that SVI (1) is co... more
Source: The Journal of Finance
Authors Zhi Da, Joseph Engelberg, Pengjie Gao
Institutions University of North Carolina at Chapel Hill, Singapore Management University, University of Hong Kong, University of Notre Dame, University of California, San Diego
Cites: 62
Cited by: 2,515
Related to: 10
FWCI: 76.82
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze