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Limited attention of individual investors and stock performance: Evidence from the ChiNext market
16 references·13 citing·47 second hop
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Direct Evidence from Personal Trades (2008)Do Individual Investors Cause…Predictable behavior, profits, and attention (2007)Predictable behavior, profits…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Trading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…Trading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Examining the impact of a central bank digital currency on the access to banking (2024)Examining the impact of a cen…Active attention, retail investor base, and stock returns (2023)Active attention, retail inve…Retail investor attention and equity mispricing: The mediating role of earnings management (2022)Retail investor attention and…Institutional investor attention and stock market volatility and liquidity: international evidence (2022)Institutional investor attent…Does ESG Performance Enhance Financial Flexibility? 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this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 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
  • 2009Psychology and Economics: Evidence from the Field2,406 cited
  • 2011New evidence on oil price and firm returns534 cited
  • 1992Trading Mechanisms in Securities Markets426 cited
  • 2007Predictable behavior, profits, and attention384 cited
  • 1992Trading Mechanisms in Securities Markets356 cited
  • 2015Market-wide attention, trading, and stock returns327 cited
  • 2014Oil price and stock returns of consumers and producers of crude oil232 cited
  • 2008Do Individual Investors Cause Post-Earnings Announcement Drift? Direct Evidence from Personal Trades230 cited
  • 2015Stock return forecasting: Some new evidence217 cited
  • 2013Investor attention and stock market activity: Evidence from France187 cited
  • 2009Limited attention and the earnings announcement returns of past stock market winners171 cited
  • 2013Open source information, investor attention, and asset pricing169 cited

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2013
An analysis of commodity markets: What gain for investors?
167 cited

Cited by

  • 2022Does ESG Performance Enhance Financial Flexibility? Evidence from China80 cited
  • 2020Does Investor Attention Affect Stock Trading and Returns? Evidence from Publicly Listed Firms in China59 cited
  • 2020Stock‐induced Google trends and the predictability of sectoral stock returns51 cited
  • 2021Can the Baidu Index predict realized volatility in the Chinese stock market?40 cited
  • 2023Active attention, retail investor base, and stock returns37 cited
  • 2021How investor attention affects stock returns? Some international evidence36 cited
  • 2021Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment34 cited
  • 2022Institutional investor attention and stock market volatility and liquidity: international evidence34 cited
  • 2022Retail investor attention and equity mispricing: The mediating role of earnings management34 cited
  • 2020Investor attention and the pricing of cryptocurrency market32 cited
  • 2020Investor attention and platform interest rate in Chinese peer-to-peer lending market29 cited
  • 2024Examining the impact of a central bank digital currency on the access to banking20 cited
  • 2020CARMA 2020 - 3rd International Conference on Advanced Research Methods and Analytics1 cited