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

Author

Kropiński Paweł and Anholcer Marcin

Subjects
granger causality, warsaw stock exchange, economic policy uncertainty, wig20, google trends, predictions, c12, c32, g17, g41, Economics as a science, HB71-74
Abstract

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
2022
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