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Retail Attention, Institutional Attention
16 references·5 citing·36 second hop
Retail Attention, Institutional Attention (2022)Retail Attention, Institutional AttentionThe Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyPredicting the Present with Google Trends (2012)Predicting the Present with G…In Search of Attention (2011)In Search of AttentionThe Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…Investor Inattention and Friday Earnings Announcements (2009)Investor Inattention and Frid…Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Driven to Distraction: Extran…Economic Links and Predictable Returns (2008)Economic Links and Predictabl…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…Limited attention, information disclosure, and financial reporting (2003)Limited attention, informatio…Implications of rational inattention (2003)Implications of rational inat…Capital markets research in accounting (2001)Capital markets research in a…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Market Returns and a Tale of Two Types of Attention (2025)Market Returns and a Tale of …News Diffusion in Social Networks and Stock Market Reactions (2024)News Diffusion in Social Netw…Government Stock Purchase Undermines Price Informativeness: Evidence from China’s “National Team” (2023)Government Stock Purchase Und…Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance (2022)Asymmetric response to earnin…Attention constraints and learning in categories (2020)Attention constraints and lea…Some International Evidence on Output-Inflation Tradeoffs. (1973)An Economic Theory of Self-Control (1977)Golden Eggs and Hyperbolic Discounting (1997)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Were There Regime Switches in U.S. Monetary Policy? (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)The 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)The Cross‐Section of Volatility and Expected Returns (2006)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)Prospect theory: An analysis of decision under risk (1988)Who Gambles in the Stock Market? (2009)Time to Build and Aggregate Fluctuations (1982)CEO Overconfidence and Corporate Investment (2005)Policy Uncertainty and Corporate Investment (2015)Really Uncertain Business Cycles (2018)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Big data in tourism research: A literature review (2018)Text as Data (2019)
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References

  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 2009The Impact of Uncertainty Shocks5,941 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
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2001Capital markets research in accounting2,575 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 2003Limited attention, information disclosure, and financial reporting2,339 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 2009Investor Inattention and Friday Earnings Announcements1,740 cited
  • 2009Driven to Distraction: Extraneous Events and Underreaction to Earnings News1,539 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2008Economic Links and Predictable Returns1,411 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices

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Cited by

  • 2024News Diffusion in Social Networks and Stock Market Reactions64 cited
  • 2022Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance49 cited
  • 2023Government Stock Purchase Undermines Price Informativeness: Evidence from China’s “National Team”48 cited
  • 2025Market Returns and a Tale of Two Types of Attention34 cited
  • 2020Attention constraints and learning in categories2 cited