Attention‐Induced Trading and Returns: Evidence from Robinhood Users
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DOI: 10.1111/jofi.13183
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Cited by:
- Clancey-Shang, Danjue, 2023. "COVID lockdown, Robinhood traders, and liquidity in stock and option markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Yao Ge & Zheng Qiao & Zhe Shen & Zhiyu Zhang, 2023. "Production similarity and the cross‐section of stock returns: A machine learning approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(5), pages 4849-4882, December.
- Chen, Zhongdong & Craig, Karen Ann, 2023. "Active attention, retail investor base, and stock returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
- Bazrafshan, Ebrahim, 2023. "The role of ESG ranking in retail and institutional investors' attention and trading behavior," Finance Research Letters, Elsevier, vol. 58(PC).
- Martineau, Charles & Zoican, Marius, 2023. "Retail trading and analyst coverage," Journal of Financial Markets, Elsevier, vol. 66(C).
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