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Informing the Investor: A Comparative Analysis of the Importance of Pre-Initial Public Offering (IPO) Information on Stock Performance
by Paul Snyder Abstract This paper answers which available information about the company, macroeconomic and market environment, regulatory constraints, and offering before an IPO is most impactful on year-long buy-and-hold abnormal returns and how that changes across time while analyzing the IPO markets of 1999 and 2019. Data was gathered from predominantly company prospectuses and […]
Google Search Volume Index: Predicting Returns, Volatility and Trading Volume of Tech Stocks
By Rui Xu This paper investigates the efficacy of using Google Search Volume Index (SVI), a publicly available tool Google provides via Google Trends, to predict stock movements within the tech sector. Relative changes in weekly search volume index are recorded from April 2004 to March 2015 and correlated with weekly returns, realized volatility and […]
