This research aims to examine the influence of investors’ attention of
company stock on stock return, liquidity, and return volatility comparison
between manufacture companies in Indonesia and India in the year of 2011-2013.
Investors’ attention is measured by direct proxy which is Google search volume
index from Google trends. This research uses secondary data and processed by
regression analysis. The samples are gathered from Indonesia stock exchange and
India stock exchange. The result of this research concludes that the investors’
attention that measured using Google search volume index is significantly
influenced the stock liquidity and return volatility of manufacture companies in
Indonesia. Meanwhile the result for India shows that Investors’ attention has only
significantly influenced the return volatility of manufactures companies.