{"title":"谷歌黄金和矿业坏消息","authors":"D. Baur, T. Dimpfl","doi":"10.2139/ssrn.2712224","DOIUrl":null,"url":null,"abstract":"This paper studies investor's attention to gold price movements by analyzing the relationship between gold price changes and internet search queries for gold. We find a positive relationship of gold price volatility and search queries and a strong asymmetric effect of negative gold price changes on search queries indicating a preference to mine (google) bad news rather than good news. The analysis of silver, palladium and platinum demonstrates that the findings for gold are unique.","PeriodicalId":388404,"journal":{"name":"ERN: Other Econometric Modeling: Commodity Markets (Topic)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"27","resultStr":"{\"title\":\"Googling Gold and Mining Bad News\",\"authors\":\"D. Baur, T. Dimpfl\",\"doi\":\"10.2139/ssrn.2712224\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper studies investor's attention to gold price movements by analyzing the relationship between gold price changes and internet search queries for gold. We find a positive relationship of gold price volatility and search queries and a strong asymmetric effect of negative gold price changes on search queries indicating a preference to mine (google) bad news rather than good news. The analysis of silver, palladium and platinum demonstrates that the findings for gold are unique.\",\"PeriodicalId\":388404,\"journal\":{\"name\":\"ERN: Other Econometric Modeling: Commodity Markets (Topic)\",\"volume\":\"30 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-01-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"27\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Other Econometric Modeling: Commodity Markets (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.2712224\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Other Econometric Modeling: Commodity Markets (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2712224","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This paper studies investor's attention to gold price movements by analyzing the relationship between gold price changes and internet search queries for gold. We find a positive relationship of gold price volatility and search queries and a strong asymmetric effect of negative gold price changes on search queries indicating a preference to mine (google) bad news rather than good news. The analysis of silver, palladium and platinum demonstrates that the findings for gold are unique.
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