  The study aims to explore the strength of causal relationship between stock
price search interest and real stock market outcomes on worldwide equity market
indices. Such a phenomenon could also be mediated by investor behavior and
extent of news coverage. The stock-specific internet search trends data and
corresponding index close values from different countries stock exchanges are
collected and analyzed. Empirical findings show global stock price search
interests correlates more with developing economies with fewer effects in south
asian stock exchanges apart from strong influence in western countries. Finally
this study calls for development in expert decision support systems with the
synthesis of using big data sources on forecasting market outcomes
