Abstract
This thesis examines the relationship between investors' attention and movements in financial markets. Providing an explanation to the relationship between investor attention and market returns and return volatility, where attention is measured by Google search volume and two indirect price-based measures, investor attention does not contribute to return predictability however significant links to volatility are found. Furthermore, revisiting the joint volume-volatility relationship seeking to investigate the dynamic links of market volatility, trading volume, and investor attention (measured by Google search and Twitter tweet volume), investor attention provides a somewhat significant link for the rate at which investors seek market information.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
