Google search volume and individual investor trading

Baker, 2006, Investor sentiment and the cross-section of stock returns, J. Finance, 61, 1645, 10.1111/j.1540-6261.2006.00885.x Baker, 2007, Investor sentiment in the stock market, J. Econ. Perspect., 21, 129, 10.1257/jep.21.2.129 Barber, 2008, Just how much do individual investors lose by trading?, Rev. Financ. Stud., 22, 609, 10.1093/rfs/hhn046 Barber, 2000, Trading is hazardous to your wealth: the common stock investment performance of individual investors, J. Finance, 55, 773, 10.1111/0022-1082.00226 Barber, 2001, Boys will be boys: gender, overconfidence, and common stock investment, Q. J. Econ., 116, 261, 10.1162/003355301556400 Bassi, 2013, ’O sole mio: an experimental analysis of weather and risk attitudes in financial decisions, Rev. Financ. Stud., 26, 1824, 10.1093/rfs/hht004 Calvet, 2007, Down or out: assessing the welfare costs of household investment mistakes, J. Polit. Econ., 115, 707, 10.1086/524204 Calvet, 2009, Measuring the financial sophistication of households, Am. Econ. Rev., 99, 393, 10.1257/aer.99.2.393 Da, 2015, The sum of All FEARS - investor sentiment and asset prices, Rev. Financ. Stud., 28, 1, 10.1093/rfs/hhu072 De Long, 1990, Noise trader risk in financial markets, J. Polit. Econ., 98, 703, 10.1086/261703 Dorn, 2005, Talk and action: what individual investors say and what they do, Rev. Finance, 9, 437, 10.1007/s10679-005-4997-z Dorn, 2008, Correlated trading and returns, J. Finance, 63, 885, 10.1111/j.1540-6261.2008.01334.x Edmans, 2007, Sports sentiment and stock returns, J. Finance, 62, 1967, 10.1111/j.1540-6261.2007.01262.x European Central Bank, 2017 Fecht, 2018, Is proprietary trading detrimental to retail investors?, J. Finance, 73, 1323, 10.1111/jofi.12609 Forgas, 1995, Mood and judgment: the affect infusion model (AIM), Psychol. Bull., 117, 39, 10.1037/0033-2909.117.1.39 Garcia, 2013, Sentiment during recessions, J. Finance, 68, 1267, 10.1111/jofi.12027 German Federal Statistical Office, 2018 German Federal Statistical Office, 2018 German Federal Statistical Office, 2018 Goetzmann, 2008, Equity portfolio diversification, Rev. Finance, 12, 433, 10.1093/rof/rfn005 Hirshleifer, 2003, Good day sunshine: stock returns and the weather, J. Finance, 58, 1009, 10.1111/1540-6261.00556 Ivković, 2005, Tax-motivated trading by individual investors, Am. Econ. Rev., 95, 1605, 10.1257/000282805775014461 Kamstra, 2003, Winter blues: a SAD stock market cycle, Am. Econ. Rev., 93, 324, 10.1257/000282803321455322 Kaplanski, 2010, Sentiment and stock prices: the case of aviation disasters, J. Financ. Econ., 95, 174, 10.1016/j.jfineco.2009.10.002 Kaustia, 2016, Does mood affect trading behavior?, J. Financ. Mark., 29, 1, 10.1016/j.finmar.2015.08.001 Kumar, 2006, Retail investor sentiment and return comovements, J. Finance, 61, 2451, 10.1111/j.1540-6261.2006.01063.x Lee, 1991, Investor sentiment and the closed-end fund puzzle, J. Finance, 46, 75, 10.1111/j.1540-6261.1991.tb03746.x Newey, 1987, A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, 703, 10.2307/1913610 Petersen, 2009, Estimating standard errors in finance panel data sets: comparing approaches, Rev. Financ. Stud., 22, 435, 10.1093/rfs/hhn053 Schmittmann, 2015, The impact of weather on German retail investors, Rev. Finance, 19, 1143, 10.1093/rof/rfu020 Seasholes, 2010, Individual investors and local bias, J. Finance, 65, 1987, 10.1111/j.1540-6261.2010.01600.x Seru, 2010, Learning by trading, Rev. Financ. Stud., 23, 705, 10.1093/rfs/hhp060 Tetlock, 2007, Giving content to investor sentiment: the role of media in the stock market, J. Finance, 62, 1139, 10.1111/j.1540-6261.2007.01232.x Tetlock, 2008, More than words: quantifying language to measure firms’ fundamentals, J. Finance, 63, 1437, 10.1111/j.1540-6261.2008.01362.x White, 1980, A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity, Econometrica, 48, 817, 10.2307/1912934