A novel measure of sleep based on Google: the case for financial markets
(2020)
Journal Article
Siganos, A. (2021). A novel measure of sleep based on Google: the case for financial markets. European Journal of Finance, 27(12), 1151-1163. https://doi.org/10.1080/1351847x.2020.1857289
We address in this study the issue of how to proxy sleep and explore sleep’s significance for financial markets. We employ daily Google search activity on sleepiness terms (e.g. sleep deprivation) to develop an index and find that a one-day lagged sl... Read More about A novel measure of sleep based on Google: the case for financial markets.