Relationship between Google search and the Vietcombank stock

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F21%3A63534838" target="_blank" >RIV/70883521:28120/21:63534838 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.ieeca.org/journal/index.php/JEECAR/article/view/748" target="_blank" >https://www.ieeca.org/journal/index.php/JEECAR/article/view/748</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.15549/jeecar.v8i4.748" target="_blank" >10.15549/jeecar.v8i4.748</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Relationship between Google search and the Vietcombank stock

Popis výsledku v původním jazyce

&quot;This study aims to understand the relationship between Google search and the Vietcombank stock price movement. Our weekly data consist of Google search variables and the Vietcombank variables extracted and standardized from Vietstock and Google Trend from April 2016 to April 2021. We apply the VAR Granger and Copulas approach to analyze the link between Google search and the price of Vietcombank stock. Results show that the connection between Google searches and the price of Vietcombank stock did not persist in the long run. Moreover, the evidence supporting the Granger causality between Google searches and the Vietcombank stock price was weak. Finally, the trading name (term &quot;&quot;Vietcombank&quot;&quot;) was preferred by Google search users over the code &quot;&quot;VCB,&quot;&quot; and the trading volume and Google search simultaneously increased within the sample period.&quot;

Název v anglickém jazyce

Relationship between Google search and the Vietcombank stock

Popis výsledku anglicky

&quot;This study aims to understand the relationship between Google search and the Vietcombank stock price movement. Our weekly data consist of Google search variables and the Vietcombank variables extracted and standardized from Vietstock and Google Trend from April 2016 to April 2021. We apply the VAR Granger and Copulas approach to analyze the link between Google search and the price of Vietcombank stock. Results show that the connection between Google searches and the price of Vietcombank stock did not persist in the long run. Moreover, the evidence supporting the Granger causality between Google searches and the Vietcombank stock price was weak. Finally, the trading name (term &quot;&quot;Vietcombank&quot;&quot;) was preferred by Google search users over the code &quot;&quot;VCB,&quot;&quot; and the trading volume and Google search simultaneously increased within the sample period.&quot;

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

50206 - Finance

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2021

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Journal of Eastern European and Central Asian Research

ISSN

2328-8272

e-ISSN

—

Svazek periodika

8

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

14

Strana od-do

527-540

Kód UT WoS článku

000732676100001

EID výsledku v databázi Scopus

2-s2.0-85121546594