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Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China
16 references·0 citing·45 second hop
Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China (2023)Investor attention and stock price effici…Size and value in China (2019)Size and value in ChinaThe Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…In Search of Attention (2011)In Search of AttentionDoes governance travel around the world? Evidence from institutional investors (2010)Does governance travel around…Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China (2009)Ownership concentration, fore…Information Immobility and the Home Bias Puzzle (2009)Information Immobility and th…Liquidity and Market Efficiency (2007)Liquidity and Market Efficien…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…The High‐Volume Return Premium (2001)The High‐Volume Return PremiumFamiliarity Breeds Investment (2001)Familiarity Breeds InvestmentContagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar (2001)Contagious Speculation and a …Detecting Earnings Management. (1995)Detecting Earnings Management.Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…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)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)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)Outside directors and CEO turnover (1988)Law and Finance (1998)Corporate Governance and Equity Prices (2003)Behind the Scenes: The Corporate Governance Preferences of Institutional Investors (2016)Do institutional investors drive corporate social responsibility? International evidence (2018)Institutional shareholders and corporate social responsibility (2019)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Noise Trader Risk in Financial Markets (1990)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)Prospect theory: An analysis of decision under risk (1988)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)Domestic Saving and International Capital Flows (1980)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)Investor Psychology and Asset Pricing (2001)The determinants of cross-border equity flows (2004)Optimum consumption and portfolio rules in a continuous-time model (1971)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Economic Links and Predictable Returns (2008)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)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)Earnings management and investor protection: an international comparison (2003)Earnings Management through Real Activities Manipulation (2003)Performance matched discretionary accrual measures (2005)Illiquidity and stock returns: cross-section and time-series effects (2002)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1995Detecting Earnings Management.6,532 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
  • 2003Limited attention, information disclosure, and financial reporting2,339 cited
  • 2001Familiarity Breeds Investment1,920 cited
  • 2010Does governance travel around the world? Evidence from institutional investors1,642 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2009Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China1,241 cited
  • 2007Liquidity and Market Efficiency984 cited
  • 2001Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar924 cited
  • 2009Information Immobility and the Home Bias Puzzle876 cited
  • 2019Size and value in China866 cited
  • 2001

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The High‐Volume Return Premium
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