Corrigendum to “Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis” (Research in International Business and Finance (2019) 50 (1–17), (S0275531918307967), (10.1016/j.ribaf.2019.04.010))

The authors regret not citing Swamy and Dharani (2019). Swamy, Vighneswara, and Munusamy Dharani, (2019), “Investor attention using the Google search volume index–impact on stock returns”, Review of Behavioral Finance 11(1): 56–70. Which is closely related to our article. The authors clarify the importance of this article on Page 2. We insert that “Another contemporary work of Swamy and Dharani (2019) also examines the relationship between the GSVI and stock returns of the Indian firms using smaller sample and OLS regression.” The authors also clarify our contribution beyond Swamy and Dharani (2019) in Line 2 on Page 4 as “The exception is another contemporary work of Swamy and Dharani (2019). While they also investigate the relationship between the GSVI and stock returns of the Indian firms, we provide more rigorous analyses than their study in the following three ways. First, our sample size is almost ten times larger than their sample size. Second, this study employs more sophisticated methodologies than their study. In partiicular, our use of panel quantile regression reveals the heterogeneity of the investor attention effect. We also perform two cointengration tests that are not conducted in their study. Third, we verify the robustness of our model using a trading strategy based on the Fama-French four-factor model.”