We propose sentiment-based indicators of real estate market stress for the USA, the UK,
Canada, Australia, India, and on the global scale. The global and country-level indicators …

This paper examines the relationship between market participants' sentiment regarding
distress in the real estate market, captured through internet search queries, and the US …

The internet provides a new way for households to access relevant information, while their
online search behaviour may also contain information for their concerns and intentions, or …

Abstract We decompose the Google Trends Search Volume Index into naïve and
sophisticated searches and examine their impacts on mortgage default, respectively. Using …

Behavioural finance argues that market inefficiency can be explained by irrational behaviour
amongst investors. In contrast to the neoclassical theories, which emphasize that markets …