Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Quantifying macroeconomic expectations in stock markets using Google
  Trends   Among other macroeconomic indicators, the monthly release of U.S.
unemployment rate figures in the Employment Situation report by the U.S. Bureau
of Labour Statistics gets a lot of media attention and strongly affects the
stock markets. I investigate whether a profitable investment strategy can be
constructed by predicting the likely changes in U.S. unemployment before the
official news release using Google query volumes for related search terms. I
find that massive new data sources of human interaction with the Internet not
only improves U.S. unemployment rate predictability, but can also enhance
market timing of trading strategies when considered jointly with macroeconomic
data. My results illustrate the potential of combining extensive behavioural
data sets with economic data to anticipate investor expectations and stock
market moves.

2
The categories of this paper are: math
1
The categories of this paper are: cs
10
The categories of this paper are: q-bio
18
The categories of this paper are: econ
37
The categories of this paper are: supr-con
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
4
The categories of this paper are: cond-mat
32
The categories of this paper are: atom-ph
24
The categories of this paper are: dg-ga
25
The categories of this paper are: patt-sol
9
The categories of this paper are: nlin
36
The categories of this paper are: cmp-lg
12
The categories of this paper are: nucl-th
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th