How Google Trends can improve market predictions— the case of the Warsaw Stock Exchange

Kropiński Paweł; Anholcer Marcin

doi:10.18559/ebr.2022.2.2

Economics and Business Review (Jul 2022)

How Google Trends can improve market predictions— the case of the Warsaw Stock Exchange

Kropiński Paweł,
Anholcer Marcin

Affiliations

Kropiński Paweł: Department of Operations Research and Mathematical Economics, Poznań University of Economics and Business, al. Niepodległości 10, 61-875Poznań, Poland
Anholcer Marcin: Department of Operations Research and Mathematical Economics, Poznań University of Economics and Business, al. Niepodległości 10, 61-875Poznań, Poland

DOI: https://doi.org/10.18559/ebr.2022.2.2
Journal volume & issue: Vol. 8, no. 2
pp. 7 – 28

Abstract

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The aim of this paper is to investigate interdependencies between the WIG20 index and economic policy uncertainty (EPU) related keywords quantified by a Google Trends search index. Tests for two periods from January 2015 till December 2019 and from June 2016 till May 2021 have been performed. This allowed the period of relative stability from the time of economic shock caused by the COVID-19 pandemics followed by various restrictions imposed by the governments to be distinguished.

Published in Economics and Business Review

ISSN: 2392-1641 (Print); 2450-0097 (Online)
Publisher: Sciendo
Country of publisher: Poland
LCC subjects: Social Sciences: Economic theory. Demography: Economics as a science
Website: https://sciendo.com/journal/EBRPL

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Abstract

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