SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
What's in a “China” Name? A Test of Investor Attention Hypothesis
16 references·7 citing·29 second hopsampled
What's in a “China” Name? A Test of Investor Attention Hypothesis (2012)What's in a “China” Name? A Test of Inves…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…In Search of Attention (2011)In Search of AttentionAll That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Hot Markets, Investor Sentiment, and IPO Pricing* (2006)Hot Markets, Investor Sentime…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Comovement (2004)ComovementOverconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…A Review of IPO Activity, Pricing, and Allocations (2002)A Review of IPO Activity, Pri…A Rose.com by Any Other Name (2001)A Rose.com by Any Other NameMeasuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Market microstructure and asset pricing: On the compensation for illiquidity in stock returns (1996)Market microstructure and ass…The New Issues Puzzle (1995)The New Issues PuzzleCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Green Technology Innovation and Enterprise Performance: An Analysis Based on Causal Machine Learning Models (2024)Green Technology Innovation a…Examining the impact of a central bank digital currency on the access to banking (2024)Examining the impact of a cen…Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China (2023)Investor attention and stock …Active attention, retail investor base, and stock returns (2023)Active attention, retail inve…How investor attention affects stock returns? Some international evidence (2021)How investor attention affect…Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures (2015)Investor Attention and Macroe…A Note on Event Studies in Finance and Management Research (2015)A Note on Event Studies in Fi…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)R2 around the world: New theory and new tests☆ (2005)The Cross-Section of Expected Stock Returns (1992)A five-factor asset pricing model (2014)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)On Persistence in Mutual Fund Performance (1997)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Influencing Initial Public Offering Investors with Prestige: Signaling with Board Structures (2003)Why Has IPO Underpricing Changed Over Time (2004)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Editor's Choice Digesting Anomalies: An Investment ApproachAsset pricing with liquidity risk (2005)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1995The New Issues Puzzle3,550 cited
  • 2011In Search of Attention3,088 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 2002A Review of IPO Activity, Pricing, and Allocations2,452 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1996Market microstructure and asset pricing: On the compensation for illiquidity in stock returns1,555 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2004Comovement929 cited
  • 2006Hot Markets, Investor Sentiment, and IPO Pricing*613 cited
  • 2001

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

A Rose.com by Any Other Name
584 cited

Cited by

  • 2015Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures49 cited
  • 2023Active attention, retail investor base, and stock returns37 cited
  • 2021How investor attention affects stock returns? Some international evidence36 cited
  • 2015A Note on Event Studies in Finance and Management Research36 cited
  • 2023Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China26 cited
  • 2024Examining the impact of a central bank digital currency on the access to banking20 cited
  • 2024Green Technology Innovation and Enterprise Performance: An Analysis Based on Causal Machine Learning Models11 cited