Does Google Trends data contain more predictability than price returns?
Author(s) -
Damien Challet,
Ahmed Bel Hadj Ayed
Publication year - 2015
Publication title -
the journal of investment strategies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.102
H-Index - 2
eISSN - 2047-1246
pISSN - 2047-1238
DOI - 10.21314/jois.2015.064
Subject(s) - predictability , econometrics , computer science , economics , financial economics , mathematics , statistics
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