Investor attention shocks and stock co-movement: Substitution or reinforcement?

Citations

Cited by:

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4. Corbet, Shaen & Goodell, John W., 2022. "The reputational contagion effects of ransomware attacks," Finance Research Letters, Elsevier, vol. 47(PB).
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7. Corbet, Shaen & Goodell, John W. & Günay, Samet, 2022. "What drives DeFi prices? Investigating the effects of investor attention," Finance Research Letters, Elsevier, vol. 48(C).
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10. 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.
11. 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.
12. Gao, Haoyu & Wen, Huiyu & Wang, Xingjian, 2022. "Pandemic effect on corporate financial asset holdings: Precautionary or return-chasing?," Research in International Business and Finance, Elsevier, vol. 62(C).
13. Zhang, Zuochao & Shen, Dehua, 2024. "Firm-specific new media sentiment and price synchronicity," Research in International Business and Finance, Elsevier, vol. 69(C).
14. Shi, Guiqiang & Shen, Dehua & Zhu, Zhaobo, 2024. "Herding towards carbon neutrality: The role of investor attention," International Review of Financial Analysis, Elsevier, vol. 91(C).
    • Guiqiang Shi & Dehua Shen & Zhaobo Zhu, 2024. "Herding towards carbon neutrality: The role of investor attention," Post-Print hal-04348526, HAL.
15. Liang, Chao & Wang, Lu & Duong, Duy, 2024. "More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 1-19.
16. Goodell, John W. & Kumar, Satish & Rao, Purnima & Verma, Shubhangi, 2023. "Emotions and stock market anomalies: A systematic review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
17. Guo, Shijun & Hu, Fang, 2025. "Catalyzing transparency: Proactive enforcement of information disclosure and its impact on stock price synchronicity," Journal of Contemporary Accounting and Economics, Elsevier, vol. 21(1).
18. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab, 2024. "Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period," Finance Research Letters, Elsevier, vol. 59(C).
19. Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Truong, Cameron, 2023. "Aerospace competition, investor attention, and stock return comovement," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 40-59.
20. Zhang, Zuochao & Shen, Dehua, 2024. "Not all the news fitting to reprint: Evidence from price-volume relationship," Finance Research Letters, Elsevier, vol. 62(PA).
21. 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).
22. Cai, Haidong & Jiang, Ying & Liu, Xiaoquan, 2022. "Investor attention, aggregate limit-hits, and stock returns," International Review of Financial Analysis, Elsevier, vol. 83(C).
23. Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Nguyen, Thach V.H. & Truong, Cameron, 2024. "When Hollywood movies steal the show, stock returns dance more with the market!," International Review of Financial Analysis, Elsevier, vol. 95(PC).
24. Li, Weiping & Li, Tingyu & Jiang, Dequan & Zhang, Xuezhi, 2024. "Bridging the information gap: How digitalization shapes stock price informativeness," Journal of Financial Stability, Elsevier, vol. 71(C).
25. Goodell, John W. & Kumar, Satish & Li, Xiao & Pattnaik, Debidutta & Sharma, Anuj, 2022. "Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 511-529.
26. Meng, Yongqiang & Li, Xiao & Xiong, Xiong, 2024. "Information shocks and short-term market overreaction: The role of investor attention," International Review of Financial Analysis, Elsevier, vol. 93(C).