Abstract
This paper employs internet search frequency data as a proxy for investor interest in innovations in stock market volatility surrounding the U.S./China trade relationship. The study documents a positive correlation between U.S. and China trade-related investor attention and market-wide share-price volatility in both nations—especially during the Trump administration. In addition, the study confirms previously established volatility spillover effects between U.S. and Chinese markets, which, again, are strongest during the Trump presidency. Overall, the results of the study support the validity of using publicly-available internet search data as a proxy for investor attention.
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