Learning Stock Volatility Using Keyword Search Volume

As internet becomes ubiquitous, search engine has become a standard way for people to retrieve information. Naturally, interests arise to explore whether the search volume of particular keywords tells something about the collective “mood” of the general public. Such correlation has been explored to determine various facors affected by popular interest, from consumer reception to political optinion. Stock price, being prone to the general sentiment in the market, is an ideal candidate in such studies.