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May I Have Your Attention, Please: The Market Microstructure of Investor Attention · Study

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PreprintMay I Have Your Attention, Please: The Market Microstructure of Investor Attention

Christopher Fink2012

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Preprintgreen2012

May I Have Your Attention, Please: The Market Microstructure of Investor Attention

Christopher Fink · Thomas Johann

20 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1975Judgment under Uncertainty: Heuristics and Biases 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1973Risk, Return, and Equilibrium: Empirical Tests 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 2002Illiquidity and stock returns: cross-section and time-series effects 1985Continuous Auctions and Insider Trading 1981Biases in Dynamic Models with Fixed Effects 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

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2017Does investor attention affect trading volume in the Brazilian stock market?

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2139313

openalex_workW248566284

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