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Glued to the TV: Distracted Noise Traders and Stock Market Liquidity
16 references·16 citing·34 second hopsampled
Glued to the TV: Distracted Noise Traders and Stock Market Liquidity (2019)Glued to the TV: Distracted Noise Traders…In Search of Attention (2011)In Search of AttentionWho Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Is Information Risk a Determinant of Asset Returns? (2002)Is Information Risk a Determi…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Boys will be Boys: Gender, Ov…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Noise (1986)NoiseContinuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…Front‐Page News: The Effect of News Positioning on Financial Markets (2023)Front‐Page News: The Effect o…Corporate ESG rating and stock market liquidity: Evidence from China (2023)Corporate ESG rating and stoc…The Chinese warrants bubble (2022)The Chinese warrants bubbleNoise traders incarnate: Describing a realistic noise trading process (2021)Noise traders incarnate: Desc…Macro News and Micro News: Complements or Substitutes? (2021)Macro News and Micro News: Co…Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown (2021)Flattening the Illiquidity Cu…Cryptocurrency price volatility and investor attention (2021)Cryptocurrency price volatili…Background Noise? TV Advertising Affects Real-Time Investor Behavior (2021)Background Noise? TV Advertis…A theory of financial media (2021)A theory of financial mediaSentiment stocks (2020)Sentiment stocksHow did Retail Investors Respond to the COVID-19 Pandemic? The Effect of Robinhood Brokerage Customers on Market Quality (2020)How did Retail Investors Resp…Extreme heat and stock market activity (2020)Extreme heat and stock market…Do Individual Investors Trade on Investment-Related Internet Postings? (2020)Do Individual Investors Trade…Attention Triggers and Investors' Risk-Taking (2020)Attention Triggers and Invest…Unexpected Distractions and Investor Attention to Corporate Announcements (2017)Unexpected Distractions and I…Distracted Institutional Investors (2016)Distracted Institutional Inve…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)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 (1988)Media Coverage and the Cross‐section of Stock Returns (2009)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Asset Pricing (2001)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Textual Analysis in Accounting and Finance: A Survey (2016)Judgment under Uncertainty: Heuristics and Biases (1975)Gender Differences in Preferences (2009)Women in the boardroom and their impact on governance and performance☆ (2009)Noise Trader Risk in Financial Markets (1990)Commonality in liquidity (2000)Does Algorithmic Trading Improve Liquidity? (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2001Boys will be Boys: Gender, Overconfidence, and Common Stock Investment5,215 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2011In Search of Attention3,088 cited
  • 1999Do Investors Trade Too Much?2,245 cited
  • 2002Is Information Risk a Determinant of Asset Returns?1,862 cited
  • 2009Who Gambles in the Stock Market?1,808 cited
  • 1986Noise1,783 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited

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

  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • Cited by

    • 2021Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown228 cited
    • 2021Macro News and Micro News: Complements or Substitutes?124 cited
    • 2023Corporate ESG rating and stock market liquidity: Evidence from China109 cited
    • 2023Front‐Page News: The Effect of News Positioning on Financial Markets105 cited
    • 2021Cryptocurrency price volatility and investor attention100 cited
    • 2020How did Retail Investors Respond to the COVID-19 Pandemic? The Effect of Robinhood Brokerage Customers on Market Quality97 cited
    • 2016Distracted Institutional Investors93 cited
    • 2020Attention Triggers and Investors' Risk-Taking79 cited
    • 2017Unexpected Distractions and Investor Attention to Corporate Announcements66 cited
    • 2022The Chinese warrants bubble64 cited
    • 2020Do Individual Investors Trade on Investment-Related Internet Postings?56 cited
    • 2020Extreme heat and stock market activity50 cited
    • 2021A theory of financial media47 cited
    • 2021Background Noise? TV Advertising Affects Real-Time Investor Behavior45 cited
    • 2021Noise traders incarnate: Describing a realistic noise trading process39 cited
    • 2020Sentiment stocks39 cited