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Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures
16 references·7 citing·43 second hop
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References

  • 2001Bad is Stronger than Good7,670 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2003Implications of rational inattention3,869 cited
  • 2011In Search of Attention3,088 cited
  • 2003Limited attention, information disclosure, and financial reporting2,339 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 2009Investor Inattention and Friday Earnings Announcements1,740 cited
  • 1989Negativity and extremity biases in impression formation: A review of explanations.1,549 cited
  • 1981Human Inference: Strategies and Shortcomings of Social Judgment.1,468 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2011The Causal Impact of Media in Financial Markets1,125 cited
  • 2005Market Frictions, Price Delay, and the Cross-Section of Expected Returns1,088 cited
  • 1999Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model997 cited
  • 1993How Markets Process Information: News Releases and Volatility

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970 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market896 cited
  • Cited by

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    • 2020Corporate social responsibility disclosure in China: Do managerial professional connections and social attention matter?42 cited
    • 2023Does the online interaction between retail investors and firm management affect capital structure?31 cited
    • 2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty29 cited
    • 2021Scheduled Macroeconomic News Announcements and Intraday Market Sentiment25 cited
    • 2020How Individual Investors React to Negative Events in the FinTech Era? Evidence from China’s Peer-to-Peer Lending Market18 cited