#3034. Corrigendum to “Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis” (Research in International Business and Finance (20XX) 50 (1–17), (S0275531918307967), (10.1016/j.ribaf.20XX.04.010))

December 2026publication date
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Journal’s subject area:
Business, Management and Accounting (miscellaneous);
Finance;
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Abstract:
The use of panel quantile regression shows the heterogeneity of the investor attention effect. We also run two cointegration tests that were not done in their study. We also tested the reliability of our model using a trading strategy based on the four factor Fama-French model.
Keywords:
market; quantile regression analysis; investments

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