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Using Internet search data provided by\n Google, we investigated the relationship between stock-specific events and\n related Google searches. We studied daily data from 13 stocks from the\n Dow-Jones and NASDAQ100 indices, over a period of 4 trading years.\n Focusing on periods in which stocks were extensively searched (Intensive\n Search Periods), we found a correlation between the magnitude of stock\n returns at the beginning of the period and the volume, peak, and duration\n of search generated during the period. This relation between magnitudes of\n stock returns and subsequent searches was considerably magnified in\n periods following negative stock returns. Yet, we did not find that\n intensive search periods following losses were associated with more Google\n searches than periods following gains. Thus, rather than increasing\n search, losses improved the fit between people’s search behavior and the\n extent of real-world events triggering the search. The findings\n demonstrate the robustness of the attentional effect of losses.","descriptionType":"Abstract"},{"description":"classAandClassBEventStudy3_with_graphs2For each stock ticker, this shows data from the Intensive Search period (length, peak, sum) followed by data about the financial event triggering the period (negative or positive; ISNEG = 1 is negative; absolute returns).","descriptionType":"Other"}],"geoLocations":[{"geoLocationPlace":"United States of America"}],"fundingReferences":[],"xml":"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