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This study investigates the relationship between investor attention and market dynamics on the Pakistan Stock Exchange (PSX), incorporating Machine Learning (ML) techniques to enhance predictive insights. Google Search Volume (GSV) is a novel proxy for investor attention. The findings reveal a strong, statistically significant association between GSV and market behavior, where increased investor attention correlates with higher trading volumes and heightened price volatility. ML models further validate the predictive power of GSV in forecasting market fluctuations, uncovering complex patterns that traditional methods might overlook. This study contributes to both behavioral finance and the growing literature on ML in finance, particularly within emerging markets.

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Investor Attention and Market Dynamics: A Machine Learning Approach Using Google Search Trends

  • 会议论文

  • 发表日期：

    2025年

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  • Shahid Raza,
  • Sun Baiqing

摘要

This study investigates the relationship between investor attention and market dynamics on the Pakistan Stock Exchange (PSX), incorporating Machine Learning (ML) techniques to enhance predictive insights. Google Search Volume (GSV) is a novel proxy for investor attention. The findings reveal a strong, statistically significant association between GSV and market behavior, where increased investor attention correlates with higher trading volumes and heightened price volatility. ML models further validate the predictive power of GSV in forecasting market fluctuations, uncovering complex patterns that traditional methods might overlook. This study contributes to both behavioral finance and the growing literature on ML in finance, particularly within emerging markets.