Investor Attention and Broad Market Index: Evidence from Indonesia Composite Index

This study examines the relationship between investor attention and broad market index in Indonesia Composite Index (IHSG). In today’s digital world, search engine becomes most important tool looking for information. Google dominated share with 91.38% of people use it. number supports to observe behavior market. Instead using it specific assets or securities that can limit scope investors, this is interested index. Using Granger Causality Test Vector Autoregression (VAR), we find increasing increase return reduce volatility. On other hand, there an indication investors are typically risk-averse investors.