1 |
Ahn, S., "An Empirical Study on the Volatility Decomposition In Korea Stock Market - The analysis of the Return Effect and the Volatility Decomposition in the Industry and the Period", Dongguk University, 2012
|
2 |
Barber, B. M., and T. Odean, "All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors," Review of Financial Studies, Vol.21, No.2(2008), 787-818.
|
3 |
Berkman, H., P. D. Koch, L. Tuttle, and Y. J. Zhang., "Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open," Journal of Financial and Quantitative Analysis Vol.47, No.4(2012), 715-741.
DOI
|
4 |
Bordino, I., S. Battiston, G. Caldarelli, M. Cristelli, A. Ukkonen, and L. Weber, "Web search queries can predict stock market volumes," PLOS One, Vol.7, No.7(2012), 1-17.
|
5 |
Chang, Y. B., Y. Kwon., and W. Cho, "Attention to the Internet : The Impact of Active Information Search on Investment Decisions", Journal of Intelligence and Information Systems, Vol.21, No.3(2015), 117-129.
DOI
|
6 |
Chemmanur, T. and A. Yan, "Advertizing, Attention, and Stock Returns," Technical Report, Boston College and Fordham University, 2009
|
7 |
Choi, H., "Investor attention and stock return reversals : evidence from the KOSDAQ market," Yonsei University, 2014.
|
8 |
Choi, H.Y. and H. Varian, "Predicting the Present with Google Trends," Economic Record, Vol.88, No.s1(2012), 2-9.
DOI
|
9 |
Cooper, C., K. Mallon, S. Leadbetter, L. Pollack, and L. Peipins, "Cancer Internet Search Activity on a Major Search Engine, United States 2001-2003," Journal of Medical Internet Research, Vol.7, No.3(2005), e36.
DOI
|
10 |
Da, Z., J. Engelberg, and P. Gao, "In Search of Attention," Journal of Finance, Vol.66, No.5(2011), 1461-1499.
DOI
|
11 |
Engelberg, J. E., and C. A. Parsons. "The causal impact of media in financial markets." The Journal of Finance, Vol.66, No.1(2011), 67-97.
DOI
|
12 |
Ettredge, M., J. Gerdes, and G. Karuga, "Using Web-based search data to predict macroeconomic statistics," Communications of the ACM, Vol.48, No.11(2005), 87-92.
|
13 |
Gervais, S., R. Kaniel, and D. H. Mingelgrin, "The high-volume return premium," Journal of Finance, Vol.56, No.3(2001), 877-919.
DOI
|
14 |
Ginsberg, J., M. H. Mohebbi, R. S. Patel, L. Brammer, M. S. Smolinski, and L. Brilliant, "Detecting influenza epidemics using search engine query data," Nature, Vol.457, No.7232 (2009), 1012-1014.
DOI
|
15 |
Jeong, J. S., D. S. Kim, and J. W. Kim, "Influence analysis of Internet buzz to corporate performance : Individual stock price prediction using sentiment analysis of online news", Journal of Intelligence and Information Systems, Vol.21, No.4(2015), 37-51.
DOI
|
16 |
Jung, J. and H. Kim., "Effects of the Oil Shock on the Korean Domestic Stock Market Classified by the Types of Industry," Review of business & economics, Vol.24, No.6(2011), 3589-3610.
|
17 |
Kim, D. and J. S. Yu, "A Dynamic Relationship Between Internet Search Activity, Housing Price, and Trading Volume", Korean Appraisal Review, Vol.24, No.2(2014), 125-140.
|
18 |
Kahneman, D., Attention and Effort, Prentice-Hall, New Jersey, 1973.
|
19 |
Kang, I., "study on the relationship between volatility of industrial stock market and volatility of exchange rate," Korean Journal of Business Administration, Vo.25, No.3 (2013), 1703-1724.
|
20 |
Kim, B. C., "Using Internet Search Trends Analysis to Monitor and Predict Suicide Risk in Korea", Korean Journal of Communication Studies, Vol.23, No.2(2015), 99-120.
|
21 |
Kim, Y., "An Empirical Study on the Lead Relationship between Industries and Market Returns in the Korean Stock Market," Korea Industrial Economics Association, Vol.20, No.5(2007), 1903-1926.
|
22 |
Kim, Y., N. Kim, and S. R. Jeong, "Stock-Index Invest Model Using News Big Data Opinion Mining", Journal of Intelligence and Information Systems, Vol.18, No.2(2012), 143-156.
DOI
|
23 |
Koo, P., and M. Kim, "A Study on the Relationship between Internet Search Trends and Company's Stock Price and Trading Volume," The Journal of Society for e-Business Studies, Vol.20, No.2(2015), 1-14.
DOI
|
24 |
Kwon, C., S. Hwang, and J. Jung, "Application of Web Query Information for Forecasting Korean Unemployment Rate", Journal of the Korea Society for Simulation, Vol.24, No.2(2015), 31-39
DOI
|
25 |
Lou, D., "Attracting Investor Attention through Advertising," Technical Report, London School of Economics and Political Science, 2008.
|
26 |
Park J. and D. H. Hwang,"Short-run Overreaction to Large Stock Price Changes and Investors' Trading Behavior," Korean Journal of Financial Management, Vol.29, No.1(2012), 33-55.
|
27 |
Preis, T., H. S. Moat, H. E. Stanley, and S. R. Bishop, "Quantifying the Advantage of Looking Forward," Scientific Report, Vol.2, No.350(2012).
|
28 |
Park, J. W., M. H. Kim., and J. H. Kim, "IT Stock Bubble: Evidence from Korean Stock Market," The Review of Business History, Vol.46, No.0(2008), 9-41.
|
29 |
Polgreen, P.M., Y. Chen, D.M. Pennock, and F.D. Nelson, "Using Internet Searches for Influenza Surveillance," Healthcare Epidemiology, Vol.47, No.11(2008), 1443-1448.
|
30 |
Preis, T., H. S. Moat, and H. E. Stanley, "Quantifying trading behavior in financial markets using Google Trends", Scientific reports, Vol.3, No.1684(2013).
|
31 |
Seasholes, M.S., and G. Wu, 2007, "Predictable Behavior, Profits, and Attention," Journal of Empirical Finance, Vol.14, No.5(2007), 590-610.
DOI
|
32 |
Song, J., Y. Lee, and G. Park, "Sector Investment Strategy with the Black-Litterman Mode," Korean Management Science Review, Vol.29, No.1(2012), 57-71
DOI
|
33 |
Yu E., Y. Kim, N. Kim, and S. R. Jeong, "Predicting the Direction of the Stock Index by Using a Domain-Specific Sentiment Dictionary", Journal of Intelligence and Information Systems, Vol.19, No.1(2013), 95-110..
DOI
|
34 |
Yuan, Y., "Attention and Trading," Technical Report. University of Pennsylvania, 2008.
|
35 |
Yun, J. S., S. G. Yoon, and C. H. Hong, "Momentum and Contrarian Strategies and Behavior of Foreign Investors in Korean Stock Market," International Area Studies Review, Vol.12, No.3(2008), 195-216.
|