| Reference: | Bank, Matthias, Martin Larch, and Georg Peter, 2011, Google search volume and its influence on liquidity and returns of German stocks, Financial Markets and Portfolio Management 25, 239–264.
Barber, Brad M., and Terrance Odean, 2008, All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors, Review of Financial Studies 21, 785–818.
Carhart, Mark M., 1997, On Persistence in Mutual Fund Performance, Journal of Finance 52, 57–82.
Carneiro, Herman Anthony, and Eleftherios Mylonakis, 2009, Google Trends: A Web-Based Tool for Real-Time Surveillance of Disease Outbreaks, Clinical Infectious Diseases 49, 1557–1564.
Choi, Hyunyoung, and Hal Varian, 2012, Predicting the Present with Google Trends, Economic Record 88, 2–9.
Da, Zhi, Joseph Engelberg, and Pengjie Gao, 2011, In Search of Attention, Journal of Finance 66, 1461–1499.
Da, Zhi, Joseph Engelberg, and Pengjie Gao, 2015, The Sum of All FEARS Investor Sentiment and Asset Prices, Review of Financial Studies 28, 1–32.
Fama, Eugene F., 1970, Efficient Capital Markets: A Review of Theory and Empirical Work, Journal of Finance 25, 383–417.
Fama, Eugene F., and Kenneth R. French, 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Economics 33, 3–56.
Fama, Eugene F., and Kenneth R. French, 2015, A five-factor asset pricing model, Journal of Financial Economics 116, 1–22.
Fama, Eugene F., and Kenneth R. French, 2018, Choosing factors, Journal of Financial Economics 128, 234–252.
Frazzini, Andrea, and Lasse Heje Pedersen, 2014, Betting against beta, Journal of Financial Economics 111, 1–25.
He, Wen, and Chien-Ju Lu, 2018, Why Do Analysts Issue Sales Forecasts? Evidence from Mandatory IFRS Adoption, Accounting Horizons 32, 121–141.
Hou, Kewei, Lin Peng, and Wei Xiong, 2009, A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum, Available at SSRN 976394.
Kahneman, Daniel, 1973, Attention and Effort (Prentice-Hall, Englewood Cliffs, NJ).
Kristoufek, Ladislav, 2013, BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era, Scientific Reports 3, 3415.
Lou, Dong, 2014, Attracting Investor Attention through Advertising, Review of Financial Studies 27, 1797–1829.
Seasholes, Mark S., and Guojun Wu, 2007, Predictable behavior, profits, and attention, Journal of Empirical Finance 14, 590–610.
Takeda, Fumiko, and Takumi Wakao, 2014, Google search intensity and its relationship with returns and trading volume of Japanese stocks, Pacific-Basin Finance Journal 27, 1–18.
Vozlyublennaia, Nadia, 2014, Investor attention, index performance, and return predictability, Journal of Banking & Finance 41, 17–35.
Yuan, Yu, 2015, Market-wide attention, trading, and stock returns, Journal of Financial Economics 116, 548–564.
陳雯琪, 2019, Google搜尋趨勢與媒體曝光度對台灣50指數成分股公司績效的影響, 國立屏東大學財務金融學系學位論文.
黃子倫, 2013, 散戶投資人之網路搜尋行為與資本市場中的交易活動, 國立中山大學財務管理學系學位論文. |
