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Intraday Online Information Demand and its Relationship with REIT Prices

DOI to cite this document:
10.5283/epub.45305
Kandlbinder, Katrin ; Dietzel, Marian
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Date of publication of this fulltext: 24 Mar 2021 10:13


Abstract

In this study we develop a fictional trading strategy based on Google search volumes on an hourly basis for the MSCI U.S. REIT Index to show whether there is a relationship between intraday online search interest and REIT market movements. Furthermore, we investigate in which market circumstances this trading strategy has the best predicting abilities and examine the controversial questions of ...

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