IDEAS home Printed from https://ideas.repec.org/r/eee/jfinec/v132y2019i2p369-383.html
   My bibliography  Save this item

Attention allocation and return co-movement: Evidence from repeated natural experiments

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Arnold, Marc & Pelster, Matthias & Subrahmanyam, Marti G., 2022. "Attention triggers and investors’ risk-taking," Journal of Financial Economics, Elsevier, vol. 143(2), pages 846-875.
  2. Kou, Shubo & Ma, Xiyuan, 2024. "From Gambling to Gaming: The Crowding Out Effect," Finance Research Letters, Elsevier, vol. 59(C).
  3. Anh Dang & Trung Nguyen, 2021. "Valuation Effect of Emotionality in Corporate Philanthropy," Journal of Business Ethics, Springer, vol. 173(1), pages 47-67, September.
  4. Lu, Shan & Zhao, Jichang, 2024. "Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings," International Review of Financial Analysis, Elsevier, vol. 93(C).
  5. Do, Hung X. & Nguyen, Lily & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022. "LGBT policy, investor trading behavior, and return comovement," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 457-483.
  6. Li, Yue & Goodell, John W. & Shen, Dehua, 2021. "Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 723-746.
  7. Gang Chu & John W. Goodell & Dehua Shen & Yongjie Zhang, 2022. "Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction," Annals of Operations Research, Springer, vol. 318(1), pages 103-128, November.
  8. Justin Cox & Adam Schwartz & Robert Ness, 2020. "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 724-748, October.
  9. Hu, Yitong & Shen, Dehua & Urquhart, Andrew, 2023. "Attention allocation and cryptocurrency return co-movement: Evidence from the stock market," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 1173-1185.
  10. Chi, Yeguang & He, Jingbin & Ma, Xinru & Wu, Fei, 2023. "Institutional investor inattention bias in auctioned IPOs," Journal of Banking & Finance, Elsevier, vol. 150(C).
  11. Zheng, Zunxin & Qiu, Zhongjie & Li, Mengjia & Ding, Wenjie, 2024. "High-speed rail and stock return comovement in China," Research in International Business and Finance, Elsevier, vol. 67(PA).
  12. Hu, Yitong & Li, Xiao & Shen, Dehua, 2020. "Attention allocation and international stock return comovement: Evidence from the Bitcoin market," Research in International Business and Finance, Elsevier, vol. 54(C).
  13. Hasso, Tim & Pelster, Matthias & Breitmayer, Bastian, 2020. "Terror attacks and individual investor behavior: Evidence from the 2015–2017 European terror attacks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
  14. Wang, Jianxin, 2022. "Market distraction and near-zero daily volatility persistence," International Review of Financial Analysis, Elsevier, vol. 80(C).
  15. Guomei Tang & Xueyong Zhang, 2021. "Media attention to locations and the cross‐section of stock returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2301-2336, April.
  16. Wang, Albert Y. & Young, Michael, 2023. "Mood, attention, and household trading: Evidence from terrorist attacks," Journal of Financial Markets, Elsevier, vol. 66(C).
  17. deHaan, Ed & Lawrence, Alastair & Litjens, Robin, 2023. "Measurement Error in Google Ticker Search," Other publications TiSEM d256d897-0239-4e66-b2b0-f, Tilburg University, School of Economics and Management.
  18. Hu, Yitong & Li, Xiao & Goodell, John W. & Shen, Dehua, 2021. "Investor attention shocks and stock co-movement: Substitution or reinforcement?," International Review of Financial Analysis, Elsevier, vol. 73(C).
  19. Gondhi, Naveen, 2023. "Rational inattention, misallocation, and the aggregate economy," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 50-75.
  20. Ehrmann, Michael & Jansen, David-Jan, 2022. "Stock return comovement when investors are distracted: More, and more homogeneous," Journal of International Money and Finance, Elsevier, vol. 129(C).
  21. Chen, Zilin & Guo, Li & Tu, Jun, 2021. "Media connection and return comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
  22. Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2022. "Climate events and return comovement," Journal of Financial Markets, Elsevier, vol. 61(C).
  23. Cheng, Feiyang & Wang, Chunfeng & Chiao, Chaoshin & Yao, Shouyu & Fang, Zhenming, 2021. "Retail attention, retail trades, and stock price crash risk," Emerging Markets Review, Elsevier, vol. 49(C).
  24. Robert W. Faff, 2019. "Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 1-13.
  25. Li, Shasha & Yang, Biao, 2024. "Green Investing, Information Asymmetry, and Capital Structure," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302416, Verein für Socialpolitik / German Economic Association.
  26. Hirshleifer, David & Sheng, Jinfei, 2022. "Macro news and micro news: Complements or substitutes?," Journal of Financial Economics, Elsevier, vol. 145(3), pages 1006-1024.
  27. Prange, Philipp, 2021. "Does online investor attention drive the co-movement of stock-, commodity-, and energy markets? Insights from Google searches," Energy Economics, Elsevier, vol. 99(C).
  28. Corbet, Shaen & Goodell, John W., 2022. "The reputational contagion effects of ransomware attacks," Finance Research Letters, Elsevier, vol. 47(PB).
  29. Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2019. "Do analyst recommendations matter for rival companies?," International Review of Financial Analysis, Elsevier, vol. 65(C).
  30. Kormanyos, Emily & Hanspal, Tobin & Hackethal, Andreas, 2023. "Do gamblers invest in lottery stocks?," SAFE Working Paper Series 373, Leibniz Institute for Financial Research SAFE, revised 2023.
  31. Premal P Vora, 2020. "Clogged information flow and stock-market sluggishness," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-13, July.
  32. Li, Yi & Wang, Pengfei & Zhang, Wei, 2023. "Individual investors matter: The effect of investor-firm interactions on corporate earnings management," Journal of Corporate Finance, Elsevier, vol. 83(C).
  33. Xu, Liao & Zhang, Xuan & Zhao, Jing, 2023. "Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic," Journal of Financial Markets, Elsevier, vol. 62(C).
  34. Jiao, Yawen, 2024. "Managing decision fatigue: Evidence from analysts’ earnings forecasts," Journal of Accounting and Economics, Elsevier, vol. 77(1).
  35. Yuan, Ying & Fan, Xiaoqian & Li, Yiou, 2022. "Do local and non-local retail investor attention impact stock returns differently?," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  36. Do, Hung Xuan & Nguyen, Quan M.P. & Nepal, Rabindra & Smyth, Russell, 2021. "When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures," Energy Economics, Elsevier, vol. 100(C).
  37. Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021. "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  38. Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Zhai, Rui-Xiang, 2022. "Income, trading, and performance: Evidence from retail investors," Journal of Empirical Finance, Elsevier, vol. 66(C), pages 176-195.
  39. Li, Fengfei & Lin, Chen & Lin, Tse-Chun, 2021. "Salient anchor and analyst recommendation downgrade," Journal of Corporate Finance, Elsevier, vol. 69(C).
  40. Li, Jiacui, 2022. "Endogenous inattention and risk-specific price underreaction in corporate bonds," Journal of Financial Economics, Elsevier, vol. 145(2), pages 595-615.
  41. Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021. "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, vol. 94(C), pages 170-183.
  42. Muradoglu, Gulnur & Peng, Ni & Qin, Huai & Xia, Chunling, 2024. "Investor attention and market reactions to early announcements in mergers and acquisitions," International Review of Financial Analysis, Elsevier, vol. 91(C).
  43. Zhaunerchyk, Katsiaryna & Haghighi, Afshin & Oliver, Barry, 2020. "Distraction effects on stock return co-movements: Confirmation from the Shenzhen and Shanghai stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
  44. Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Truong, Cameron, 2023. "Aerospace competition, investor attention, and stock return comovement," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 40-59.
  45. Noh, Joonki & Zhou, Dexin, 2022. "Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls," Journal of Banking & Finance, Elsevier, vol. 134(C).
  46. Li, Mingyi & Onishchenko, Olena & Zhao, Jing, 2020. "Does average skewness matter? Evidence from the Taiwanese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  47. Su, Fei & Wang, Xinyi, 2021. "Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  48. Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2024. "Search symbols, trading performance, and investor participation," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 380-393.
  49. Li, Shasha & Yang, Biao, 2023. "Green investing, information asymmetry, and capital structure," IWH Discussion Papers 20/2023, Halle Institute for Economic Research (IWH).
  50. LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023. "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, vol. 150(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.