Hyunyoung Choi

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We propose a new and direct measure of investor attention using search frequency in Google (Search Volume Index (SVI)). In a sample of Russell 3000 stocks from 2004 to 2008, we find that SVI (1) is correlated with but different from existing proxies of investor attention; (2) captures investor attention in a more timely fashion and (3) likely measures the(More)
Trends in online web search query data have been shown useful in providing models of real world phenomena. However, many of these results rely on the careful choice of queries that prior knowledge suggests should correspond with the phenomenon. Here, we present an online, automated method for query selection that does not require such prior knowledge.(More)
It is vitally important that medical physicists understand the clinical questions that radiologists are trying to answer with patient images. Knowledge of the types of information the radiologist needs helps medical physicists configure imaging protocols that appropriately balance radiation dose, time, and image quality. The ability to communicate with(More)
With the growing use of social media networks, trends are being discussed and talked about everywhere. Trend Analysis is a skeletal mapping of expected changes or activities occurring in the societies, markets, organizations and the consumers who drive them. Past trends and patterns in the data can be studied and used, to make predictions for future.(More)
Any announcement from the Federal Reserve has a huge impact on the interest rate markets. The press releases from the Federal Open Market Committee (FOMC) are major inputs to the market and the random intervention model is applied to interest rate futures transaction data to measure FOMC announcement impact. Missing prices during non-trading time periods(More)
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