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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: musselmant   😊 😞
Number: of 6131 
Subject: Re: bitcoin a loser
Date: 12/10/25 3:40 PM
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reading back issues of his thoughts; another citing SSRN: Research paper

"Stocks with high investor attention show extreme price momentum effects, while forgotten stocks that are ignored by investors show extreme earnings momentum effects."

suggesting those whom use price momentum should stick to stocks with high attention. Google search volume and Wikipedia requests among the signs: Google Search Volume (GSVI) Attention → Abnormal Returns

From:

Da, Engelberg & Gao (2011):
“In Search of Attention.”

There are two effects, depending on search type:

A. Short-term underreaction → short-term positive return continuation

If searches reflect genuine investor attention (not panic), then:

Returns show continuation over 1–2 weeks
(classic short-term momentum)

✔️ Timeframe: 1–10 trading days, sometimes up to 2 weeks.

B. If GSV spike reflects investor fear (e.g., crisis terms):

Then:

Returns show reversal over 2–5 days.

So GSV can predict either continuation or reversal depending on context.
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