Publication:
Information demand during the COVID-19 pandemic

Simple item page
dc.contributor.authorGil Bazo, Javier
dc.contributor.authorDong, Hang
dc.contributor.authorRatiu, Raluca Valeria
dc.contributor.rorhttps://ror.org/02jjdwm75
dc.date.accessioned2024-07-08T13:14:18Z
dc.date.available2024-07-08T13:14:18Z
dc.date.issued2021
dc.description.abstractWe investigate the demand for financial information during the initial months of the COVID-19 pandemic. Using Google search data for individual stocks,we show that the Abnormal Google Search Volume Index declined significantly between March and June of 2020. We find a similar effect around earnings announcements dates,which confirms that the demand for financial information by retail investors declined during the pandemic. Our results are indicative of potentially important consequences for information diffusion,price discovery and market efficiency under extreme uncertainty. We discuss possible explanations for these results. © 2021 The Authors
dc.description.peerreviewedyes
dc.description.statusPublished
dc.formatapplication/pdf
dc.identifier.citationDong, H., Gil-Bazo, J., & Ratiu, R. V. (2021). Information demand during the COVID-19 pandemic. Journal of Accounting and Public Policy, 40(6), 106917. https://doi.org/10.1016/j.jaccpubpol.2021.106917
dc.identifier.doihttps://doi.org/10.1016/j.jaccpubpol.2021.106917
dc.identifier.issn2784254
dc.identifier.officialurlhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85118537988&doi=10.1016%2fj.jaccpubpol.2021.106917&partnerID=40&md5=e5cdb8ffca94355f8c369d79639a7a0d
dc.identifier.urihttps://hdl.handle.net/20.500.14417/3052
dc.issue.number6
dc.journal.titleJournal of Accounting and Public Policy
dc.language.isoen
dc.publisherElsevier Inc.
dc.relation.departmentFinance
dc.relation.entityIE University
dc.relation.schoolIE Business School
dc.rightsAttribution Non-Commercial No-Derivatives 4,0 International
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subject.keywordCOVID-19
dc.subject.keywordGoogle search
dc.subject.keywordInformation demand
dc.titleInformation demand during the COVID-19 pandemic
dc.typeinfo:eu-repo/semantics/article
dc.version.typeinfo:eu-repo/semantics/publishedVersion
dc.volume.number40
dspace.entity.typePublication
person.identifier.scopus-author-id57204050995
person.identifier.scopus-author-id8240949300
person.identifier.scopus-author-id56676218000
relation.isAuthorOfPublicatione434c0e9-8d01-45f1-8a0f-8b4d8dc633d1
relation.isAuthorOfPublicationc73ed561-278b-4b8e-8d4b-cc48241e4c98
relation.isAuthorOfPublication.latestForDiscoverye434c0e9-8d01-45f1-8a0f-8b4d8dc633d1
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
Information demand during the COVID-19 pandemic.pdf
Size:
445.68 KB
Format:
Adobe Portable Document Format
Download
Collections
Research Articles