SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
How investor attention affects stock returns? Some international evidence
16 references·0 citing·38 second hop
How investor attention affects stock returns? Some international evidence (2021)How investor attention affects stock retu…Testing for Granger non-causality in heterogeneous panels (2012)Testing for Granger non-causa…In Search of Attention (2011)In Search of AttentionDimensionalizing Cultures: The Hofstede Model in Context (2011)Dimensionalizing Cultures: Th…Individualism and Momentum around the World (2010)Individualism and Momentum ar…The trouble with overconfidence. (2008)The trouble with overconfiden…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Investor attention, overconfidence and category learning (2006)Investor attention, overconfi…Style investing (2003)Style investingMarket Liquidity and Trading Activity (2001)Market Liquidity and Trading …Commonality in liquidity (2000)Commonality in liquidityOn Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …The Cultural Relativity of Organizational Practices and Theories (1983)The Cultural Relativity of Or…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…Culture's Consequences: International Differences in Work-Related Values. (1983)The Confucius connection: From cultural roots to economic growth (1988)Understanding the Influence of National Culture on the Development of Trust (1998)Hofstede's model of national cultural differences and their consequences: A triumph of faith - a failure of analysis (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)Investigation of environmental Kuznets curve for ecological footprint: The role of energy and financial development (2018)Toward a sustainable environment: Nexus between CO2 emissions, resource rent, renewable and nonrenewable energy in 16-EU countries (2018)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Structure of Scientific Revolutions (1963)Separation of Ownership and Control (1983)Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations (2002)An overview of Hofstede-inspired country-level culture research in international business since 2006 (2016)Coercive, normative and mimetic isomorphism as determinants of the voluntary assurance of sustainability reports (2016)Personal values in human life (2017)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)Who Gambles in the Stock Market? (2009)Society and the Adolescent Self-Image (1965)Judgment under Uncertainty: Heuristics and Biases (1975)Unskilled and unaware of it: How difficulties in recognizing one's own incompetence lead to inflated self-assessments. (1999)Algorithm Aversion: People Erroneously Avoid Algorithms after Seeing Them Err (2014)Algorithm appreciation: People prefer algorithmic to human judgment (2019)Resource-rational analysis: Understanding human cognition as the optimal use of limited computational resources (2019)Multifactor Explanations of Asset Pricing Anomalies (1996)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 2011Dimensionalizing Cultures: The Hofstede Model in Context7,241 cited
  • 2012Testing for Granger non-causality in heterogeneous panels5,911 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1983The Cultural Relativity of Organizational Practices and Theories3,144 cited
  • 2011In Search of Attention3,088 cited
  • 2008The trouble with overconfidence.2,347 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 2000Commonality in liquidity1,748 cited
  • 2001Market Liquidity and Trading Activity1,555 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2010Individualism and Momentum around the World1,312 cited
  • 2003Style investing

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

971 cited

Cited by

No citing works inside the corpus for this window.