Predictive power of web search behavior in five ASEAN stock markets

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Predictive power of web search behavior in five ASEAN stock markets

This paper investigates the predictive ability of web search behavior in connection with stock market returns and trading volume in five emerging economies in the ASEAN region using econometric and signal-processing techniques. More specifically, we use Vector Error Correction Model in conjunction w...

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Bibliographic Details
Main Authors:	Imitiaz, M. S. , Mohd Thas Thaker, Hassanudin
Format:	Article
Published:	Elsevier 2020
Subjects:	HF Commerce
Online Access:	http://eprints.sunway.edu.my/1392/

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