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Limited attention of individual investors and stock performance: Evidence from the ChiNext market

Citations

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Cited by:

  1. Yaling Li & Ronghua Luo & Kailing Shen, 2024. "Information Acquisition and Individual Investors’ Trading Behavior," ANU Working Papers in Economics and Econometrics 2023-698, Australian National University, College of Business and Economics, School of Economics.
  2. Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang, 2019. "Retail investor attention and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 65(C).
  3. Huang, Jianbai & Tang, Jing & Zhang, Hongwei, 2020. "The effect of investors’ information search behaviors on rebar market return dynamics using high frequency data," Resources Policy, Elsevier, vol. 66(C).
  4. Salisu, Afees A. & Vo, Xuan Vinh, 2021. "Firm-specific news and the predictability of Consumer stocks in Vietnam," Finance Research Letters, Elsevier, vol. 41(C).
  5. Qadan, Mahmoud & Zoua’bi, Maher, 2019. "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
  6. Weihan Zhao & Jianing Zhang, 2024. "Investor Attention and Stock Liquidity in the Chinese Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(1), pages 65-82, February.
  7. Gang Chu & John W. Goodell & Dehua Shen & Yongjie Zhang, 2022. "Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction," Annals of Operations Research, Springer, vol. 318(1), pages 103-128, November.
  8. Cynthia Pagliaro & Dhagash Mehta & Han-Tai Shiao & Shaofei Wang & Luwei Xiong, 2021. "Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective," Papers 2107.05592, arXiv.org.
  9. Dingzu Zhang & Luqi Liu, 2022. "Does ESG Performance Enhance Financial Flexibility? Evidence from China," Sustainability, MDPI, vol. 14(18), pages 1-22, September.
  10. Fan, Xiaoqian & Yuan, Ying & Zhuang, Xintian & Jin, Xiu, 2017. "Long memory of abnormal investor attention and the cross-correlations between abnormal investor attention and trading volume, volatility respectively," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 323-333.
  11. Nicholas Apergis & Tasawar Hayat & Tareq Saeed, 2019. "The Role of Happiness in Financial Decisions: Evidence from Financial Portfolio Choice and Five European Countries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 47(3), pages 343-360, September.
  12. Wan, Daoxia & Xue, Rui & Linnenluecke, Martina & Tian, Jinfang & Shan, Yuli, 2021. "The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms," Finance Research Letters, Elsevier, vol. 43(C).
  13. Bagher ASGARNEZHAD NOURI & Samira MOTAMEDI & Milad SOLTANI, 2017. "Empirical Analysis Of The Financial Behavior Of Investors With Brand Approach (Case Study: Tehran Stock Exchange)," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 64(1), pages 97-121, March.
  14. Jingjian, Si & Xiangyun, Gao & Jinsheng, Zhou & Anjian, Wang & Xiaotian, Sun & Yiran, Zhao & Hongyu, Wei, 2023. "The impact of oil price shocks on energy stocks from the perspective of investor attention," Energy, Elsevier, vol. 278(PB).
  15. Afees A. Salisu & Ahamuefula E. Ogbonna & Idris Adediran, 2021. "Stock‐induced Google trends and the predictability of sectoral stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 327-345, March.
  16. Lan Yi & Jianping Tao & Zhongkun Zhu & Caifeng Tan & Le Qi, 2019. "Food Safety Incident, Public Health Concern, and Risk Spillover Heterogeneity: Avian Influenza Shocks as Natural Experiments in China’s Consumer Markets," IJERPH, MDPI, vol. 16(21), pages 1-30, October.
  17. He, Feng & Yan, Yulin & Hao, Jing & Wu, Ji (George), 2022. "Retail investor attention and corporate green innovation: Evidence from China," Energy Economics, Elsevier, vol. 115(C).
  18. Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2021. "Disagreement on sunspots and soybeans futures price," Economic Modelling, Elsevier, vol. 95(C), pages 385-393.
  19. Yuan, Ying & Fan, Xiaoqian & Li, Yiou, 2022. "Do local and non-local retail investor attention impact stock returns differently?," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  20. Wei Zhang & Kai Yan & Dehua Shen, 2021. "Can the Baidu Index predict realized volatility in the Chinese stock market?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-31, December.
  21. Yajie Qi & Huajiao Li & Sui Guo & Sida Feng, 2019. "Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks," Complexity, Hindawi, vol. 2019, pages 1-15, December.
  22. Liu, Xufeng & Wan, Die, 2022. "Asymmetric positive feedback trading and stock pricing in China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  23. Chen, Zhongdong & Craig, Karen Ann, 2023. "Active attention, retail investor base, and stock returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
  24. He, Feng & Qin, Shuqi & Zhang, Xiaotao, 2021. "Investor attention and platform interest rate in Chinese peer-to-peer lending market," Finance Research Letters, Elsevier, vol. 39(C).
  25. Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021. "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, vol. 94(C), pages 170-183.
  26. Li, Changgui & Liu, Xiaowen & Hou, Zhiping & Li, Yongyi, 2023. "Retail investor attention and equity mispricing: The mediating role of earnings management," Finance Research Letters, Elsevier, vol. 53(C).
  27. Wei Zhang & Pengfei Wang, 2020. "Investor attention and the pricing of cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, vol. 17(2), pages 445-468, July.
  28. Deng, Chao & Zhou, Xiaoying & Peng, Cheng & Zhu, Huiming, 2022. "Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment," Finance Research Letters, Elsevier, vol. 47(PA).
  29. Cai, Wenwu & Lu, Jing, 2019. "Investors’ financial attention frequency and trading activity," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
  30. Su, Fei & Wang, Xinyi, 2021. "Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  31. Narayan, Paresh Kumar & Bannigidadmath, Deepa, 2017. "Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 24-45.
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