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All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

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Cited by:

  1. Christiane Goodfellow & Dirk Schiereck & Steffen Wippler, 2013. "Are behavioural finance equity funds a superior investment? A note on fund performance and market efficiency," Journal of Asset Management, Palgrave Macmillan, vol. 14(2), pages 111-119, April.
  2. Iatridis, George Emmanuel, 2016. "Financial reporting language in financial statements: Does pessimism restrict the potential for managerial opportunism?," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 1-17.
  3. Jördis Hengelbrock & Erik Theissen & Christian Westheide, 2013. "Market Response to Investor Sentiment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 901-917, September.
  4. Kamal, Javed Bin & Hassan, M. Kabir, 2022. "Asymmetric connectedness between cryptocurrency environment attention index and green assets," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
  5. Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2021. "Misvaluation and Corporate Inventiveness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(8), pages 2605-2633, December.
  6. Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016. "The economics of BitCoin price formation," Applied Economics, Taylor & Francis Journals, vol. 48(19), pages 1799-1815, April.
  7. Bin Wang & Wonseok Choi & Ibrahim Siraj, 2018. "Local investor attention and post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 219-252, July.
  8. Falik Shear & Badar Nadeem Ashraf & Mohsin Sadaqat, 2020. "Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis," Risks, MDPI, vol. 9(1), pages 1-15, December.
  9. Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015. "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, vol. 34(C), pages 207-224.
  10. Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023. "Information flows and the law of one price," International Review of Financial Analysis, Elsevier, vol. 85(C).
  11. Isakin, Maksim & Pu, Xiaoling, 2023. "Dispersion in news sentiment and corporate bond returns," International Review of Financial Analysis, Elsevier, vol. 89(C).
  12. Leonardo Fernandez, 2012. "Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2012.
  13. Uri Simonsohn & Dan Ariely, 2008. "When Rational Sellers Face Nonrational Buyers: Evidence from Herding on eBay," Management Science, INFORMS, vol. 54(9), pages 1624-1637, September.
  14. Ülkü, Numan & Ali, Fahad & Saydumarov, Saidgozi & İkizlerli, Deniz, 2023. "COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  15. Sushant Chari & Purva Hegde Desai & Nilesh Borde & Babu George, 2023. "Aggregate News Sentiment and Stock Market Returns in India," JRFM, MDPI, vol. 16(8), pages 1-18, August.
  16. Timo Korkeamaki & Danielle Xu, 2015. "Institutional Investors and Foreign Exchange Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-33, September.
  17. Zi-Mei Wang & Donald Lien, 2022. "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 545-600, August.
  18. Tekçe, Bülent & Yılmaz, Neslihan & Bildik, Recep, 2016. "What factors affect behavioral biases? Evidence from Turkish individual stock investors," Research in International Business and Finance, Elsevier, vol. 37(C), pages 515-526.
  19. Arnold, Marc & Pelster, Matthias & Subrahmanyam, Marti G., 2022. "Attention triggers and investors’ risk-taking," Journal of Financial Economics, Elsevier, vol. 143(2), pages 846-875.
  20. Tommaso Colussi & Ingo E. Isphording & Nico Pestel, 2021. "Minority Salience and Political Extremism," American Economic Journal: Applied Economics, American Economic Association, vol. 13(3), pages 237-271, July.
  21. Mohamed AROURI & Raphaëlle BELLANDO & Sébastien RINGUEDE & Anne-Gaël VAUBOURG, 2009. "Herding by instutional investors: empirical evidence from french mutual funds," LEO Working Papers / DR LEO 700, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  22. Constantinos Antoniou & John A. Doukas & Avanidhar Subrahmanyam, 2016. "Investor Sentiment, Beta, and the Cost of Equity Capital," Management Science, INFORMS, vol. 62(2), pages 347-367, February.
  23. Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim, 2020. "Media attention and the volatility effect," Finance Research Letters, Elsevier, vol. 36(C).
  24. Fernando Chague & Bruno Giovannetti & Bernardo Guimaraes, 2021. "The Contrarian Put," Discussion Papers 2106, Centre for Macroeconomics (CFM).
  25. Ramos, Sofia B. & Latoeiro, Pedro & Veiga, Helena, 2020. "Limited attention, salience of information and stock market activity," Economic Modelling, Elsevier, vol. 87(C), pages 92-108.
  26. Oliver Merz & Raphael Flepp & Egon Franck, 2019. "Does sentiment harm market efficiency? An empirical analysis using a betting exchange setting," Working Papers 381, University of Zurich, Department of Business Administration (IBW).
  27. Zhen-Hua Yang & Jian-Guo Liu & Chang-Rui Yu & Jing-Ti Han, 2017. "Quantifying the effect of investors’ attention on stock market," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-16, May.
  28. Alina Lerman, 2020. "Individual Investors' Attention to Accounting Information: Evidence from Online Financial Communities," Contemporary Accounting Research, John Wiley & Sons, vol. 37(4), pages 2020-2057, December.
  29. Nonejad, Nima, 2021. "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, vol. 77(C).
  30. Atasoy, Özgün & Trudel, Remi & Noseworthy, Theodore J. & Kaufmann, Patrick J., 2022. "Tangibility bias in investment risk judgments," Organizational Behavior and Human Decision Processes, Elsevier, vol. 171(C).
  31. Liao, Lin & Kang, Helen & Morris, Richard D. & Tang, Qingliang, 2013. "Information asymmetry of fair value accounting during the financial crisis," Journal of Contemporary Accounting and Economics, Elsevier, vol. 9(2), pages 221-236.
  32. Aytekin Ertan & Stephen A. Karolyi & Peter W. Kelly & Robert Stoumbos, 2022. "Earnings announcement return extrapolation," Review of Accounting Studies, Springer, vol. 27(1), pages 185-230, March.
  33. David E. Allen & Michael McAleer & Abhay K. Singh, 2019. "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, vol. 51(30), pages 3212-3235, June.
  34. Greenwood, Robin & Thesmar, David, 2011. "Stock price fragility," Journal of Financial Economics, Elsevier, vol. 102(3), pages 471-490.
  35. Azi Ben-Rephael & Bruce I. Carlin & Zhi Da & Ryan D. Israelsen, 2017. "Demand for Information and Asset Pricing," NBER Working Papers 23274, National Bureau of Economic Research, Inc.
  36. Yen-Ju Hsu & Yang-Cheng Lu & J. Jimmy Yang, 2021. "News sentiment and stock market volatility," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1093-1122, October.
  37. Kaniel, Ron & Parham, Robert, 2017. "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, vol. 123(2), pages 337-356.
  38. Han, Liyan & Xu, Yang & Yin, Libo, 2017. "Does investor attention matter? The attention-return relation in gold futures market," Economics Discussion Papers 2017-37, Kiel Institute for the World Economy (IfW Kiel).
  39. Zhang, Ziqi & Su, Zhi & Wang, Ke & Zhang, Yongji, 2022. "Corporate environmental information disclosure and stock price crash risk: Evidence from Chinese listed heavily polluting companies," Energy Economics, Elsevier, vol. 112(C).
  40. Yao, Jing & Yang, Yiwen, 2023. "Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis," Economic Modelling, Elsevier, vol. 129(C).
  41. Alexander Kerl & Carolin Schürg & Andreas Walter, 2014. "The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(4), pages 409-436, November.
  42. Iselin, Michael & Johnson, Bret & Ott, Jacob & Raleigh, Jacob, 2022. "Protecting wall street or main street: SEC monitoring and enforcement of retail-owned firms," LSE Research Online Documents on Economics 117743, London School of Economics and Political Science, LSE Library.
  43. Fabrizio Lillo & Salvatore Miccich� & Michele Tumminello & Jyrki Piilo & Rosario N. Mantegna, 2015. "How news affects the trading behaviour of different categories of investors in a financial market," Quantitative Finance, Taylor & Francis Journals, vol. 15(2), pages 213-229, February.
  44. Goodfellow, Christiane & Bohl, Martin T. & Gebka, Bartosz, 2009. "Together we invest? Individual and institutional investors' trading behaviour in Poland," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 212-221, September.
  45. Ryan Flugum & Choonsik Lee & Matthew E. Souther, 2023. "What happens in Vegas stays in Vegas? Firsthand experience and EDGAR search activity in Las Vegas casino hotels," Financial Management, Financial Management Association International, vol. 52(3), pages 409-432, September.
  46. Tao Chen, 2022. "Are individuals informed in global markets?," Empirical Economics, Springer, vol. 63(1), pages 243-263, July.
  47. Kuvvet, Emre, 2022. "Robinhood investors and corporate misconduct," Global Finance Journal, Elsevier, vol. 54(C).
  48. Yanxi Li & Siu Kai Choy & Mingzhu Wang, 2022. "The potential built‐in supply effect from margin trading in the Chinese stock market," The Financial Review, Eastern Finance Association, vol. 57(4), pages 835-861, November.
  49. Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2019. "Could crowdsourced financial analysis replace the equity research by investment banks?," Finance Research Letters, Elsevier, vol. 29(C), pages 280-284.
  50. Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P., 2020. "Determinants of household broker choices and their impacts on performance," Journal of Banking & Finance, Elsevier, vol. 112(C).
  51. Kronlund, Mathias & Pool, Veronika K. & Sialm, Clemens & Stefanescu, Irina, 2021. "Out of sight no more? The effect of fee disclosures on 401(k) investment allocations," Journal of Financial Economics, Elsevier, vol. 141(2), pages 644-668.
  52. Milo Bianchi & Philippe Jehiel, 2008. "Bubbles and crashes with partially sophisticated investors," PSE Working Papers halshs-00586045, HAL.
  53. Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018. "Information demand and stock market liquidity: International evidence," Economic Modelling, Elsevier, vol. 70(C), pages 194-202.
  54. Sergey Kovbasyuk & Marco Pagano, 2022. "Advertising Arbitrage [Synchronization risk and delayed arbitrage]," Review of Finance, European Finance Association, vol. 26(4), pages 799-827.
  55. Albergaria, Matheus & Lima, Gilberto Tadeu, 2022. "Paying attention to inattention: evidence from libraries," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 76(1), June.
  56. Prashant Das & Alan Ziobrowski, 2015. "The Relationship between Indian Realty Stocks and Online Searches," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(1), pages 1-19, April.
  57. Cristián Pinto, 2015. "The Effect of Investor Attention on the Pricing of Seasoned Equity Offerings," Serie Working Papers 20, Universidad del Desarrollo, School of Business and Economics.
  58. Victor Stango & Joanne Yoong & Jonathan Zinman, 2017. "Quicksand or Bedrock for Behavioral Economics? Assessing Foundational Empirical Questions," NBER Working Papers 23625, National Bureau of Economic Research, Inc.
  59. 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).
  60. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012. "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, vol. 104(2), pages 288-302.
  61. Turan G. Bali & Robert F. Engle & Yi Tang, 2017. "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, vol. 63(11), pages 3760-3779, November.
  62. Smales, L.A., 2021. "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, vol. 73(C).
  63. Chan, Kalok & Covrig, Vicentiu, 2012. "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 793-817.
  64. Jūra Liaukonytė & Alminas Žaldokas, 2022. "Background Noise? TV Advertising Affects Real-Time Investor Behavior," Management Science, INFORMS, vol. 68(4), pages 2465-2484, April.
  65. Brunner, Fabian & Gamm, Fabian & Mill, Wladislaw, 2023. "MyPortfolio: The IKEA effect in financial investment decisions," Journal of Banking & Finance, Elsevier, vol. 154(C).
  66. Billett, Matthew T. & Jiang, Zhan & Rego, Lopo L., 2014. "Glamour brands and glamour stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 744-759.
  67. Tanaka, Yoshitaka & Managi, Shunsuke, 2023. "Attention-Grabbing ESG," MPRA Paper 116786, University Library of Munich, Germany.
  68. Rong Gong, 2023. "How firms respond to external valuation: Evidence from the monitoring role of media," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4657-4681, December.
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  70. Wang, Zijun, 2021. "The high volume return premium and economic fundamentals," Journal of Financial Economics, Elsevier, vol. 140(1), pages 325-345.
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  74. Borah, Abhishek & Bahadir, S.Cem & Colicev, Anatoli & Tellis, Gerard J., 2022. "It pays to pay attention: How firm's and competitor's marketing levers affect investor attention and firm value," International Journal of Research in Marketing, Elsevier, vol. 39(1), pages 227-246.
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