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Effects of investor attention on commodity futures markets
12 references·4 citing·51 second hopsampled
Effects of investor attention on commodity futures markets (2017)Effects of investor attention on commodit…Can Internet Search Queries Help to Predict Stock Market Volatility? (2015)Can Internet Search Queries H…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Google Internet search activity and volatility prediction in the market for foreign currency (2012)Google Internet search activi…Retail Investor Attention and Stock Liquidity (2011)Retail Investor Attention and…Measuring economic uncertainty and its impact on the stock market (2011)Measuring economic uncertaint…Market Madness? The Case of Mad Money (2011)Market Madness? The Case of M…In Search of Attention (2011)In Search of AttentionGoogle search volume and its influence on liquidity and returns of German stocks (2011)Google search volume and its …Limited Investor Attention and Stock Market Misreactions to Accounting Information (2010)Limited Investor Attention an…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …The influence of reading speed and line length on the effectiveness of reading from screen (2001)The influence of reading spee…Informal environmental regulation and enterprises digital transformation: A study based on the perspective of public environmental concerns (2024)Informal environmental regula…Retail investor attention and corporate environmental performance: Evidence from china (2023)Retail investor attention and…Climate change attention and carbon futures return prediction (2023)Climate change attention and …Investor attention and carbon return: evidence from the EU-ETS (2021)Investor attention and carbon…Expected Stock Returns and Variance Risk Premia (2009)Predicting the Present with Google Trends (2012)Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test (2015)The interactive relationship between the US economic policy uncertainty and BRIC stock markets (2016)The impact and role of COVID-19 uncertainty: A global industry analysis (2021)Statistical principles in experimental design. (1962)Statistical Principles in Experimental Design (1964)How physical text layout affects reading from screen (2004)The Mode Effect: A Literature Review of Human and Technological Issues in Computerized Testing (2006)Taking reading comprehension exams on screen or on paper? A metacognitive analysis of learning texts under time pressure (2012)Experimental Design: Procedures for the Behavioral Sciences (2013)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Forecasting sales in the supply chain: Consumer analytics in the big data era (2018)The relationship between corporate social responsibility and sustainable financial performance: firm‐level evidence from Taiwan (2018)Constructing a Global Fear Index for the COVID-19 Pandemic (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Noise Trader Risk in Financial Markets (1990)Comparing Predictive Accuracy (1994)What can explain the price, volatility and trading volume of Bitcoin? (2018)The impact of sentiment and attention measures on stock market volatility (2019)Continuous Auctions and Insider Trading (1985)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Investor attention and stock market activity: Evidence from France (2013)Investor attention in cryptocurrency markets (2021)News-based ESG sentiment and stock price crash risk (2023)Risk, Return, and Equilibrium: Empirical Tests (1973)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2005)The Causal Impact of Media in Financial Markets (2011)Sentiment During Recessions (2012)Prospect theory: An analysis of decision under risk (1988)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)An Empirical Evaluation of Accounting Income Numbers (1968)The Limits of Arbitrage (1995)A perspective on judgment and choice: Mapping bounded rationality. (2003)Accounting anomalies and fundamental analysis: A review of recent research advances (2010)Behavioral Finance (2015)Short and Long Horizon Behavioral Factors (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2011In Search of Attention3,088 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 2010Limited Investor Attention and Stock Market Misreactions to Accounting Information531 cited
  • 2015Can Internet Search Queries Help to Predict Stock Market Volatility?350 cited
  • 2011Google search volume and its influence on liquidity and returns of German stocks300 cited
  • 2011Measuring economic uncertainty and its impact on the stock market239 cited
  • 2011Retail Investor Attention and Stock Liquidity237 cited
  • 2001The influence of reading speed and line length on the effectiveness of reading from screen205 cited
  • 2011Market Madness? The Case of Mad Money199 cited
  • 2012Google Internet search activity and volatility prediction in the market for foreign currency128 cited

Cited by

  • 2023Climate change attention and carbon futures return prediction55 cited
  • 2023Retail investor attention and corporate environmental performance: Evidence from china46 cited

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  • 2024Informal environmental regulation and enterprises digital transformation: A study based on the perspective of public environmental concerns41 cited
  • 2021Investor attention and carbon return: evidence from the EU-ETS40 cited