This paper studies the dynamics of stock market volatility and retail investor attention measured by internet search queries. We find a strong co-movement of stock market indices’ realized volatility and the search queries ...

Der vorliegende Band widmet sich der computergestützten Methodenvermittlung in den wirtschaftswissenschaftlichen Studiengängen. Er zeigt, wie Studierende gerade in der Studieneingangsphase mittels optimaler technischer ...

We use intraday stock index return data from both sides of the Atlantic during overlapping trading hours to analyze the dynamic interactions between European and US stock markets. We are particularly interested in differences ...