Intraday Online Information Demand and its Relationship with REIT Prices

DOI zum Zitieren dieses Dokuments:: 10.5283/epub.45305

Kandlbinder, Katrin ; Dietzel, Marian

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Veröffentlichungsdatum dieses Volltextes: 24 Mrz 2021 10:13

Alternative Links zum Volltext:DOI Verlag

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Zusammenfassung

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 ...