Abstract
In this chapter we present how non financial data can be used to track financial activity (see [1] and Fig. 10.1). In details we investigate query log volumes, i.e. the volumes of searches for a specific query done by users in a search engine as a proxy for trading volume and we find that users’ activity on Yahoo! search engine anticipate trading volume by one-two days.
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Cristelli, M. (2014). Web Queries Can Predict Stock Market Volumes. In: Complexity in Financial Markets. Springer Theses. Springer, Cham. https://doi.org/10.1007/978-3-319-00723-6_10
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DOI: https://doi.org/10.1007/978-3-319-00723-6_10
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