Investor Attention and Stock Returns
Citations
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Cited by:
- Seegmiller, Bryan, 2026. "Intermediation frictions in equity markets," Journal of Financial Economics, Elsevier, vol. 176(C).
- Zhang, Zhi-Yu & Xie, Chi & Wang, Gang-Jin & Zhu, You & Li, Xiao-Xin, 2025. "From noise to signals: Investor attention as a catalyst for the momentum effect in the Chinese stock market," Global Finance Journal, Elsevier, vol. 67(C).
- Asil Azimli, 2025. "Drivers of market responses to the Silicon Valley Bank’s failure," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 39(4), pages 501-526, December.
- Yuan, Ying & Qu, Yong & Wang, Tianyang, 2025. "Predicting risk premiums: A constraint-based model," Journal of Empirical Finance, Elsevier, vol. 83(C).
- Zhang, Yixing & Chen, Chen & Lu, Xiaomeng, 2025. "Determinants of stock attention and behavioral preferences: Evidence from China's retail investors," Finance Research Letters, Elsevier, vol. 86(PD).
- Ellington, Michael & Kalli, Maria, 2025. "Predictive distributions and the market return: The role of market illiquidity," European Journal of Operational Research, Elsevier, vol. 323(1), pages 309-322.
- Jiang, Fuwei & Liu, Hongkui & Tang, Guohao & Yu, Jiasheng, 2024. "Global mispricing matters," Journal of International Money and Finance, Elsevier, vol. 147(C).
- Yin, Zhujia & Wang, Xingting & Xia, Jiejin & Chang, Chun-Ping, 2026. "Green supply chain management project and firms’ cost of equity capital: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 89(C), pages 1133-1148.
- Zhou, Mingtao & Ma, Yong, 2025. "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
- Liu, Wenwen & Zhao, Peng & Luo, Ziyang & Tang, Miaomiao, 2024. "The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war," Resources Policy, Elsevier, vol. 97(C).
- Wen, Danyan & Zhang, Zihao & Nie, Jing & Cao, Yang, 2024. "Investor attention and anomalies: Evidence from the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 96(PB).
- Ting Zhang & Haibin Xie, 2026. "Stock Return Forecasting: A Supervised PCA With Selecting and Scaling," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 45(2), pages 547-562, March.
- Wu, Feng-Lin & Wang, Yu-Shi & Wan, Yu-Fan & Wang, Ming-Hui, 2025. "Does investor attention drive cryptocurrency markets? Insights from network connectedness and portfolio applications," Journal of International Money and Finance, Elsevier, vol. 157(C).
- Zhiyong Niu & Chen Wang & Chunyan Wang & Xiaowei Wang & Ziyi Zhu, 2025. "Information interactions on social media platforms and the quality of corporate social responsibility disclosure: Evidence from Chinese listed firms," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(1), pages 234-252, January.
- Yan, Jingzhou & Shen, Jiahao & Zou, Jin & Zou, Yanchi, 2025. "ESG ratings and attention: The impact on stock market performance," Finance Research Letters, Elsevier, vol. 83(C).
- Duan, Xinrui & Guo, Li & Li, Frank Weikai & Tu, Jun, 2025. "Do factor models capture both sentiment and limited attention?," Journal of Economic Dynamics and Control, Elsevier, vol. 181(C).
- Wen, Danyan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2025. "Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis," Energy, Elsevier, vol. 335(C).
- Ma, Haiyan & Ma, Xiaoning & Lei, Xue & Jiang, Yu & Li, Yuan, 2026. "When lawsuits speak louder: Litigation risk and corporate financing constraints," Economic Analysis and Policy, Elsevier, vol. 89(C), pages 578-590.
- Li, Xiao-Xin & Xie, Chi & Wang, Gang-Jin & Zhu, You & Li, Zhao-Chen & Zhang, Zhi-Yu, 2025. "Enhancing stock market return predictability by using a novel autoencoder-based aggregate EPU index," Pacific-Basin Finance Journal, Elsevier, vol. 93(C).
- Xiong, Mengxu & Liu, Chen & Xiang, Junyi, 2024. "How financial derivatives affect energy firms' ESG," Energy Economics, Elsevier, vol. 140(C).
- Loang Ooi Kok, 2025. "From Tweets to Trades: The Dynamic Dance of Investor Sentiment, Attention, and News Sentiment in ESG Stocks," China Finance and Economic Review, De Gruyter, vol. 14(1), pages 70-91.
- Zhou, Chengchen & Chen, Yajie & Ji, Qiang & Zhang, Dayong, 2025. "Does public attention to biodiversity matter to stock markets?," International Review of Financial Analysis, Elsevier, vol. 98(C).
- Yang, Mo & Cao, Jiawei & Meng, Yifan & Gong, Hao, 2025. "Managerial integrity and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
- He, Mengxi & Zhang, Zhikai & Zhang, Yaojie, 2024. "Forecasting crude oil prices with global ocean temperatures," Energy, Elsevier, vol. 311(C).
- Jia Liao & Xinxue Gao & Yun Zhan & Yu Yuan, 2025. "The Exit Threats of Non-Controlling Large Shareholders and Maturity Mismatch: Evidence from China," SAGE Open, , vol. 15(3), pages 21582440251, August.
- Rui Fan & Alex Nikolsko-Rzhevskyy & Oleksandr Talavera, 2025. "Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions," Discussion Papers 25-02, Department of Economics, University of Birmingham.
- Zhufeng Wang & Lu Wang & Zitao Zhang, 2026. "Predicting New Energy Prices: Are Technical Indicators and Regime-Switching Models Helpful?," Evaluation Review, , vol. 50(3), pages 315-345, June.
- Zhang, Jixiang & Zeng, Qing & Bouri, Elie & Gozgor, Giray, 2025. "Newly-constructed Chinese geopolitical risk index and trade stock returns," Research in International Business and Finance, Elsevier, vol. 74(C).
- Haixu Yu & Chuanyu Liang & Zhaohua Liu & Xue Cui, 2025. "The Effectiveness of News‐Based ESG Sentiment for Predicting Stock Returns: Evidence From China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 65(3), pages 2724-2732, September.
- Li, Weiping & Zhang, Hanfang & Xia, Jingjing, 2025. "The perils of popularity: Retail investor attention and misguided M&As," Emerging Markets Review, Elsevier, vol. 68(C).
- Yuan Zhao & Xue Gong & Weiguo Zhang & Weijun Xu, 2025. "Stock return forecasting based on the proxy variables of category factors," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-48, December.
- Dai, Zhifeng & Jiang, Fuwei & Kang, Jie & Xue, Bowen, 2025. "Stock return predictability in the frequency domain," International Journal of Forecasting, Elsevier, vol. 41(3), pages 1126-1147.
- Le, Anh Tuan & Nguyen, Harvey & Nguyen, Cuong, 2025. "Regret to reward: Investor regret and the cross-sectional stock returns in the Chinese market," Global Finance Journal, Elsevier, vol. 68(C).
- Lalwani, Vaibhav, 2025. "Finfluencer recommendations," Economics Letters, Elsevier, vol. 255(C).
- Miles Gietzmann & Francesco Grossetti & Craig M. Lewis, 2026. "Investor distraction and multi-dimensional financial narrative," Review of Accounting Studies, Springer, vol. 31(1), pages 334-373, March.
- Lin, Jianhao & Fan, Jiacheng & Zhang, Yifan, 2025. "Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Li, Zijun & Ma, Feng & Zhang, Jixiang & Zhou, Xiaozhou, 2025. "The financial risk concern in China: A powerful predictor of stock market volatility," Research in International Business and Finance, Elsevier, vol. 80(C).
- Mykola Babiak & Jozef Barunik & Josef Kurka, 2026. "Skewness Dispersion and Stock Market Returns," Papers 2604.07870, arXiv.org.
- Marmora, Paul, 2023. "Identifying the Effects of Macroeconomic Attention Through Foreign Investor Distraction," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(8), pages 3644-3671, December.
- Ruan, Qingsong & Li, Chengyu & Lv, Dayong & Wei, Xiaokun, 2025. "Going Green: Effect of green bond issuance on corporate debt financing costs," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
- Chen, Yan & Liu, Yakun & Bouri, Elie & Zhang, Lei, 2025. "Jump imbalance and Chinese stock market returns," Pacific-Basin Finance Journal, Elsevier, vol. 94(C).
- Zhou, Mingtao & Ma, Yong, 2025. "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, vol. 104(PA).
- Gong, Xue & Xu, Weijun & Li, Xiaodan & Gong, Xue, 2024. "Presidential economic approval rating and global foreign exchange market volatility," International Review of Financial Analysis, Elsevier, vol. 96(PB).
- Zhi Da & Jian Hua & Tim Chih-Ching Hung & Lin Peng, 2025. "Market Returns and a Tale of Two Types of Attention," Management Science, INFORMS, vol. 71(12), pages 10505-10537, December.
- Jing Ye & Na Wu, 2026. "Investor Attention and Carbon Prices: Evidence From European Union and China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 46(2), pages 463-486, February.
- Kim, Heeju & Yoo, Hyunjeong, 2025. "A signaling game between retail investors and firms: ESG washing as a strategic response," Finance Research Letters, Elsevier, vol. 83(C).
- Chen, Chen & Stivers, Chris & Sun, Licheng, 2024. "Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio," Journal of Empirical Finance, Elsevier, vol. 79(C).
- Ju, Chunhua & Fang, Xusheng & Shen, Zhonghua, 2024. "Investor attention and corporate financialization: Evidence from internet search volume," International Review of Financial Analysis, Elsevier, vol. 96(PA).
- Shulin Shen & Le Xia & Yulin Shuai & Da Gao, 2022. "China | Con Big Data medimos el sentimiento de los medios sobre mercados de valores chinos [Measuring news media sentiment using Big Data for Chinese stock markets]," Working Papers 22/05, BBVA Bank, Economic Research Department.
- Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).
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