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Investor attention and cryptocurrency market liquidity: a double-edged sword
16 references·1 citing·39 second hop
Investor attention and cryptocurrency market liquidity: a double-edged sword (2022)Investor attention and cryptocurrency mar…American Economic Review (2019)American Economic ReviewExploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…In Search of Attention (2011)In Search of AttentionWho Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Investor attention, overconfidence and category learning (2006)Investor attention, overconfi…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the psychology of prediction. (1973)On the psychology of predicti…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Exploring investor attention in Shariah markets, macroeconomic influences, and corporate performance: Insights from Indonesia (2024)Exploring investor attention …Belief in the law of small numbers. (1971)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Telling more than we can know: Verbal reports on mental processes. (1977)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)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)The Cross-Section of Expected Stock Returns (1992)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)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2019American Economic Review10,902 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1973On the psychology of prediction.6,201 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
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  • 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
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 2009Who Gambles in the Stock Market?1,808 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited

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  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
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    • 2024Exploring investor attention in Shariah markets, macroeconomic influences, and corporate performance: Insights from Indonesia15 cited