Macro news and micro news: Complements or substitutes?

Citations

Cited by:

1. Du, Qianqian & Yu, Frank & Yu, Xiaoyun, 2026. "Understanding outlier opinions: Evidence from financial analysts," Journal of Corporate Finance, Elsevier, vol. 97(C).
2. Martina Halouskov'a & Daniel Stav{s}ek & Mat'uv{s} Horv'ath, 2022. "The role of investor attention in global asset price variation during the invasion of Ukraine," Papers 2205.05985, arXiv.org, revised Aug 2022.
3. Choi, Insu & Kim, Woo Chang, 2025. "A multifaceted graph-wise network analysis of sector-based financial instruments’ price-based discrepancies with diverse statistical interdependencies," The North American Journal of Economics and Finance, Elsevier, vol. 75(PB).
4. Xu, Nancy R. & You, Yang, 2025. "Main Street’s Pain, Wall Street’s Gain," Journal of Financial Economics, Elsevier, vol. 168(C).
5. Garcia, John, 2025. "The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity," Global Finance Journal, Elsevier, vol. 67(C).
6. Verhoeks, Ralph C. & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2025. "Investor attention and stock markets dynamics: Evidence from the COVID-19 pandemic," Journal of Behavioral and Experimental Finance, Elsevier, vol. 48(C).
7. Linyi Chen & Miaodi Han & Andrew B. Jackson & Brian R. Rountree, 2025. "Idiosyncratic Earnings and Analyst Forecast Properties," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 65(4), pages 4244-4259, December.
8. Pengcheng Zhang & Kunpeng Xu & Jian Huang & Jiayin Qi, 2024. "Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-36, December.
9. Zhenghui Li & Zhongxiu Chen & Zhehao Huang, 2026. "Modelling the data-generating mechanism of China’s commodity market by identifying hidden information flow regimes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-28, December.
10. Xi (Novia) Chen & Peng‐Chia Chiu & Qin Li & Po‐Hsiang Yu, 2026. "Is Corporate Bond Market (In)attentive to Earnings News on Busy Reporting Days?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 66(1), pages 48-79, March.
11. Xu, Liao & Zhang, Xuan & Zhao, Jing, 2023. "Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic," Journal of Financial Markets, Elsevier, vol. 62(C).
12. 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.
13. Du, Xiuli & Ao, Zhu & Chai, Yiwei & Ge, Shilong, 2023. "Economic policy uncertainty, investor attention and post-earnings announcement drift," International Review of Financial Analysis, Elsevier, vol. 87(C).
14. Liu, Huilong & Xie, Jing & Yang, Yanning, 2024. "Government data opening and corporate cash holdings: Evidence from a quasi-natural experiment in China," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1394-1414.
15. Lukas Hack & Davud Rostam-Afschar, 2025. "Which Macroeconomic News Matters for Price-Setting?," CESifo Working Paper Series 12215, CESifo.
    • Hack, Lukas & Rostam-Afschar, Davud, 2025. "Which Macroeconomic News Matters for Price-Setting?," IZA Discussion Papers 17935, IZA Network @ LISER.
16. Zhang, Hejie & Fan, Hongzhong, 2025. "Mainland Chinese investor attention influences on international markets: The impact of Game of Hunting on the stock returns of head-hunting companies in Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 93(C).
17. Jinfei Sheng & Zheng Sun & Wanyi Wang, 2024. "Partisan Return Gap: The Polarized Stock Market in the Time of a Pandemic," Management Science, INFORMS, vol. 70(8), pages 5091-5114, August.
18. Halousková, Martina & Stašek, Daniel & Horváth, Matúš, 2022. "The role of investor attention in global asset price variation during the invasion of Ukraine," Finance Research Letters, Elsevier, vol. 50(C).
19. Gaul, Johannes & Schrader, Pascal, 2025. "Beyond content: Investors' chatter, interaction and earnings announcement returns," ZEW Discussion Papers 25-040, ZEW - Leibniz Centre for European Economic Research.
20. Marmora, Paul, 2025. "The causal effect of limited attention to FOMC announcements," Journal of Economic Behavior & Organization, Elsevier, vol. 234(C).
21. Zhu, Qinghua & Yang, Jinyu & Chen, Yuan, 2026. "Mitigating financial loss from global supply chain ESG regulations: Can ESG performance help?," Journal of Business Research, Elsevier, vol. 202(C).
22. Li, Zhaohua & Hu, Baiding & Zhang, Yuqian & Yang, Wanyi, 2024. "Financial market spillovers and investor attention to the Russia-Ukraine war," International Review of Economics & Finance, Elsevier, vol. 96(PA).
23. Lyócsa, Štefan & Halousková, Martina & Haugom, Erik, 2023. "The US banking crisis in 2023: Intraday attention and price variation of banks at risk," Finance Research Letters, Elsevier, vol. 57(C).
24. Li, Jiacui, 2022. "Endogenous inattention and risk-specific price underreaction in corporate bonds," Journal of Financial Economics, Elsevier, vol. 145(2), pages 595-615.
25. Yun Ke & Kin Lo & Jinfei Sheng & Jenny Li Zhang, 2023. "Do investors affect financial analysts’ behavior? Evidence from short sellers," Financial Management, Financial Management Association International, vol. 52(1), pages 199-224, March.
26. Wang, Hailong & Hu, Duni, 2025. "Heterogeneous beliefs with information processing constraints and asset pricing in presence of non-tradable goods," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
27. Samer Adra & Elie Menassa, 2023. "Uncertainty and corporate investments in response to the Fed's dual shocks," The Financial Review, Eastern Finance Association, vol. 58(3), pages 463-484, August.