Vladislav Kleiman

University of Tuebingen - Faculty of Economics and Social Sciences

Mohlstrasse 36

Tuebingen, Baden-Wuerttemberg 72074

Germany

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Investor Pessimism and the German Stock Market: Exploring Google Search Queries

Number of pages: 39 Posted: 29 Jun 2016 Last Revised: 05 Sep 2016
Thomas Dimpfl and Vladislav Kleiman
University of Tuebingen - Department of Statistics and Econometrics and University of Tuebingen - Faculty of Economics and Social Sciences
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Abstract:

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Investor Pessimism; Sentiment; Google Search Queries; LASSO; Sparse PCA