Influence of company search queries on the S&P 100 index development.
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https://figshare.com/articles/dataset/_Influence_of_company_search_queries_on_the_S_amp_P_100_index_development_/1507095
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a Beta-coefficients, p-values and R2 were calculated by using a simple time-lagged regression model SPYt+1 = β0t + β1t 〈Δn〉(t,Δt)+ β2tVIXt to investigate the correlation of the S&P 100 index development in the next period (SPYt+1) with the current change over all (and sectoral) company search queries 〈Δn〉(t,Δt) and, as a basic control variable, with the volatility index of the S&P 500 (VIXt), respectively.
Influence of company search queries on the S&P 100 index development.
创建时间：
2015-08-10
