Investor attention and stock returns: Evidence from Borsa Istanbul
This paper constructs a novel measure of direct firm specific investor attention using abnormal Google search volume index (ASVI) towards stocks in Turkey. In sample of BIST all shares index stocks over the period April 2013 and September 2017, we find that ASVI is likely to capture investor attenti...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-06-01
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| Series: | Borsa Istanbul Review |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845018302497 |