Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market
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DOI: 10.1016/j.najef.2021.101548
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Cited by:
- Gao, Zhenbin & Zhang, Jie, 2023. "The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
- Deng, Chao & Zhou, Xiaoying & Peng, Cheng & Zhu, Huiming, 2022. "Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment," Finance Research Letters, Elsevier, vol. 47(PA).
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More about this item
Keywords
Limited attention; Investor co-attention; Return co-movement; Stock market;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
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