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Investor attention and stock market activity: Evidence from France. (2013). AROURI, Mohamed ; AOUADI, AMAL ; Teulon, Frederic.
In: Economic Modelling.
RePEc:eee:ecmode:v:35:y:2013:i:c:p:674-681.

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  1. Investor Attention and Stock Liquidity in the Chinese Market. (2024). Zhang, Jianing ; Zhao, Weihan.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:30:y:2024:i:1:d:10.1007_s11294-024-09885-2.

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  2. Impact of ESG regulation on stock market returns: Investor responses to a reasonable assurance mandate. (2024). Goodell, John W ; Palma, Alessia ; Kumari, Vineeta ; Pandey, Dharen Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004422.

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  3. Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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  4. How are artificial intelligence, carbon market, and energy sector connected? A systematic analysis of time-frequency spillovers. (2024). Tanasescu, Cristina ; Shao, Xuefeng ; Xu, Yingying.
    In: Energy Economics.
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  6. Green investing, information asymmetry, and capital structure. (2023). Yang, Biao ; Li, Shasha.
    In: IWH Discussion Papers.
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  7. The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China. (2023). Yi, Xiaojing ; Wang, Shuhong ; Song, Malin.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
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  8. The effects of internet search intensity for products on companies’ stock returns: a competitive intelligence perspective. (2023). Tajdini, Saeed.
    In: Journal of Marketing Analytics.
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  9. The Relationship between Search Engines and Entrepreneurship Development: A Granger-VECM Approach. (2023). Al-Ramahi, Nidal Mahmoud ; Haddad, Hossam ; Olumekor, Michael.
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  10. Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun.
    In: Journal of International Financial Markets, Institutions and Money.
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  11. The impact of public attention during the COVID-19 pandemic. (2023). Moreno, Manuel ; Hernandez, Celina Toscano ; Platania, Federico ; Appio, Francesco.
    In: Finance Research Letters.
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  12. The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik.
    In: Finance Research Letters.
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  13. Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei.
    In: International Review of Financial Analysis.
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  14. Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica.
    In: International Review of Financial Analysis.
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  15. Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong.
    In: Journal of Behavioral and Experimental Finance.
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  16. Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei.
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  17. Investor sentiments and stock markets during the COVID-19 pandemic. (2022). Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci.
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  18. Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test. (2022). Shen, Dehua ; Li, Yue ; Zhang, Yongjie.
    In: Asia-Pacific Financial Markets.
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  19. Can Google Search Data Improve the Unemployment Rate Forecasting Model? An Empirical Analysis for Turkey. (2022). Senturk, Gulsah.
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  20. Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis. (2022). Sharma, Anuj ; Pattnaik, Debidutta ; Li, Xiao ; Kumar, Satish ; Goodell, John W.
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  21. The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect. (2022). Salisu, Afees ; Ogbonna, Ahamuefula.
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  22. The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horvath, Matu ; Staek, Daniel ; Halouskova, Martina.
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  23. The relationship between carbon market attention and the EU CET market: Evidence from different market conditions. (2022). Zeng, Aiqing ; Deng, Hanshi ; Wen, Fenghua ; Zheng, Yan.
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  24. Crowd wisdom and internet searches: What happens when investors search for stocks?. (2022). Shi, Wen ; Jin, YU ; Ye, Qiang ; Geng, Yuedan.
    In: International Review of Financial Analysis.
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  25. Retail investor attention and the limit order book: Intraday analysis of attention-based trading. (2022). Winters, Drew B ; Meshcheryakov, Artem.
    In: International Review of Financial Analysis.
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  26. Heterogeneous investor attention and post earnings announcement drift: Evidence from China. (2022). Wu, Chongfeng ; Diao, Xundi ; Chen, Xing.
    In: Economic Modelling.
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  27. The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horv, Mat'Uvs ; Stavsek, Daniel ; Halouskov, Martina.
    In: Papers.
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  28. News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices. (2022). Sensoy, Ahmet ; Nguyen, Duc Khuong.
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  31. Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach. (2021). Zhou, Siwen.
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  32. How Does Google Search Affect the Stock Market? Evidence from Indian Companies. (2021). Ansari, Valeed Ahmad ; Aziz, Tariq.
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  33. Information dissemination across global markets during the spread of COVID-19 pandemic. (2021). Pandey, Ashish ; Tripathi, Abhinava.
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  34. Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Ur, Mobeen ; Alkhataybeh, Ahmad ; El-Nader, Ghaith.
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  35. Individual investor ownership and the news coverage premium. (2021). Marmora, Paul.
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  36. Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh.
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  37. Investor attention and global market returns during the COVID-19 crisis. (2021). Smales, L A.
    In: International Review of Financial Analysis.
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  38. The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors. (2021). Sun, Xiaolei ; Guo, Kun ; Kang, Yuxin ; Liu, Fengqi.
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  39. Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong.
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  40. Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie.
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  41. Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang.
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  42. Examining stock markets and societal mood using Internet memes. (2021). Jeong, Yong Jin ; Jung, Sanghoon.
    In: Journal of Behavioral and Experimental Finance.
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  43. Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe.
    In: Journal of Behavioral and Experimental Finance.
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  44. Internet Search Intensity and Its Relation with Trading Activity and Stock Returns. (2021). Gharghori, Philip ; Dai, Mengjia ; Chai, Daniel ; Hong, Barbara.
    In: International Review of Finance.
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  45. Investor attention and the pricing of cryptocurrency market. (2020). Wang, Pengfei ; Zhang, Wei.
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  46. Predictive power of web search behavior in five ASEAN stock markets. (2020). Thas, Hassanudin Mohd ; Sifat, Imtiaz Mohammad.
    In: Research in International Business and Finance.
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  47. Internet search intensity, liquidity and returns in emerging markets. (2020). Truong, Phuong ; Shim, Jungwook ; Hoang, Lai ; Nguyen, Cuong.
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  48. Quantifying the correlation of media coverage and stock price crash risk: A panel study from China. (2020). Zhao, Ruwei.
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  49. The impact of sentiment and attention measures on stock market volatility. (2020). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio.
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  50. An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Peter, Franziska J ; Behrendt, Simon ; Zimmermann, David J.
    In: International Review of Financial Analysis.
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  51. Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees.
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  52. Retail investors’ trading and stock market liquidity. (2020). Abudy, Menachem Meni.
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  53. Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro .
    In: Economic Modelling.
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  54. Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe.
    In: LIDAM Discussion Papers LFIN.
    RePEc:ajf:louvlf:2020004.

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  55. .

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  56. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
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  57. Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth.
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  58. Google searches and stock market activity: Evidence from Norway. (2019). Villa, Roviel ; Molnar, Peter ; Luivjanska, Katarina ; Kim, Neri.
    In: Finance Research Letters.
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  59. Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil. (2019). Aromi, J. Daniel ; Clements, Adam.
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  60. Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick.
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  61. Noise traders and smart money: Evidence from online searches. (2019). Belvaux, Bertrand ; Zouaoui, Mohamed ; Herve, Fabrice.
    In: Economic Modelling.
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  62. Impact of Consumer Sentiment on Defensive and Aggressive Stock Returns: Indian Evidence. (2019). Yelamanchili, Rama Krishna.
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  63. Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen.
    In: MPRA Paper.
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  64. Weibo Attention and Stock Market Performance: Some Empirical Evidence. (2018). Shen, Dehua ; Li, Xiao ; Xiong, Xiong ; Dong, Minghua.
    In: Complexity.
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  65. Investor attention to market categories and market volatility: The case of emerging markets. (2018). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael.
    In: Research in International Business and Finance.
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  66. What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud.
    In: Resources Policy.
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  67. Public attention to “Islamic terrorism” and stock market returns. (2018). el Ouadghiri, Imane ; Peillex, Jonathan.
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  68. Does investor attention to energy stocks exhibit power law?. (2018). Ranjan, Ravi Prakash ; Bhattachharyya, Malay.
    In: Energy Economics.
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  69. Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan.
    In: Economic Modelling.
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  70. Quantifying the effect of investors’ attention on stock market. (2017). Han, Jing-Ti ; Yu, Chang-Rui ; Liu, Jian-Guo ; Yang, Zhen-Hua.
    In: PLOS ONE.
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  71. Forecasting Financial Market Volatility Using a Dynamic Topic Model. (2017). Kawasaki, Yoshinori ; Morimoto, Takayuki.
    In: Asia-Pacific Financial Markets.
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  72. Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. (2017). Ftiti, Zied ; Hadhri, Sinda.
    In: Research in International Business and Finance.
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  73. Stock return and volatility reactions to information demand and supply. (2017). Moussa, Faten ; Benouda, Olfa ; ben Ouda, Olfa ; Delhoumi, Ezzeddine .
    In: Research in International Business and Finance.
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  74. Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks. (2017). Takeda, Fumiko ; Masuda, Motoki ; Adachi, Yuta.
    In: Pacific-Basin Finance Journal.
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  75. Investor attention and Portuguese stock market volatility: We’ll google it for you!. (2016). Brochado, Ana .
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  76. Investor attention and market microstructure. (2016). Ruan, Xinfeng ; Zhang, Jin E.
    In: Economics Letters.
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  77. Market reaction to internet news: Information diffusion and price pressure. (2016). Shen, Dehua ; ZHANG, YONG JIE ; Song, Weixin .
    In: Economic Modelling.
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  78. An Alternative way of predicting the putcome of the Scottish Independence Referendum: the information in the Ether. (2015). MacDonald, Ronald ; Mao, Xuxin .
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  79. Retail investor attention and stock liquidity. (2015). Hou, Wenxuan ; Ding, Rong.
    In: Journal of International Financial Markets, Institutions and Money.
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  80. Investor attention to the Eurozone crisis and herding effects in national bank stock indexes. (2015). Peltomaki, Jarkko ; Vahamaa, Emilia.
    In: Finance Research Letters.
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  81. Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong.
    In: Economic Modelling.
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  82. An Alternative way of Predicting the Outcome of the Scottish Independence Referendum: The Information in the Ether. (2015). MacDonald, Ronald ; Mao, Xuxin .
    In: SIRE Discussion Papers.
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  83. An Alternative way of Predicting the Outcome of the Scottish Independence Referendum: The Information in the Ether. (2015). Mao, Xuxin ; MacDonald, Ronald.
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
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  84. Investor Following and Volatility: A GARCH Approach. (2014). Teulon, Frédéric ; AOUADI, AMAL ; Arouri, Mohamed.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-286.

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  85. DOES INVESTOR ATTENTION MATTER�S?. (2013). Amin, Rashid ; Ahmad, Habib.
    In: Journal of Public Administration, Finance and Law.
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Cocites

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  2. Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael.
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  3. Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Izumi, Kiyoshi ; Abe, Masaya ; Ito, Tomoki ; Nakagawa, Kei.
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  4. Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). Debata, Byomakesh ; Mahakud, Jitendra.
    In: Margin: The Journal of Applied Economic Research.
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  5. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton .
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  6. Stock Market Liquidity in Chile. (2016). Brandao-Marques, Luis.
    In: IMF Working Papers.
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  7. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina .
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  8. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Zhu, Hongquan ; Qin, LU ; Chen, Lin.
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  9. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). ARTIKIS, PANAGIOTIS ; Apergis, Nicholas ; Kyriazis, Dimitrios .
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  10. Adverse selection and the presence of informed trading. (2015). Chang, Sanders ; Wang, Albert F.
    In: Journal of Empirical Finance.
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  11. First to “Read” the News: News Analytics and Institutional Trading. (2015). von Beschwitz, Bastian ; Massa, Massimo ; Keim, Donald B.
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  12. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene .
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  13. Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Schumacher, David ; Massa, Massimo.
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  14. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Nilsson, Birger ; Ding, Mingfa .
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  15. Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio .
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  16. An empirical analysis of corporate insiders trading performance. (2012). Wang, Xuewu ; Rajan, Murli ; Lei, Qin .
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  17. Flight to liquidity due to heterogeneity in investment horizon. (2012). Lei, Qin ; Wang, Xuewu.
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  18. Does attention affect individual investors investment return?. (2012). Huang, Jing ; Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng .
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  19. Primary market characteristics and secondary market frictions of stocks. (2012). Çolak, Gönül, ; Boehme, Rodney .
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  20. What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?. (2012). Wright, Jonathan H..
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  21. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Hearn, Bruce ; Strange, Roger ; Piesse, Jenifer.
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  22. The diminishing liquidity premium. (2008). Wohl, Avi ; Kadan, Ohad ; Ben-Rephael, Azi .
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  23. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Tamazian, Artur ; Chousa, Juan Pieiro ; Melikyan, Davit N..
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  24. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
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  25. Market Liquidity, Asset Prices and Welfare. (2008). Huang, Jennifer ; Wang, Jiang.
    In: NBER Working Papers.
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  26. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
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  27. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
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  28. Portfolio choice and the effects of liquidity. (2007). Gonzalez, Ana ; Rubio, Gonzalo.
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  29. Why Do Private Acquirers Pay So Little Compared to Public Acquirers?. (2007). Stulz, René ; Schlingemann, Frederik ; Zutter, Chad ; Bargeron, Leonce.
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  30. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Chollete, Loran ; Nas, Randi .
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  31. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis .
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  32. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
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  33. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
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  34. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
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  35. R2 and Price Inefficiency. (2006). Xiong, Wei ; Hou, Kewei ; Peng, Lin .
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  36. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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  37. Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis. (2005). Tesar, Linda ; Dominguez, Kathryn ; Auguste, Sebastian ; Kamil, Herman ; Kathryn M. E. Dominguez, .
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  38. Paying for Market Quality. (2005). Anand, Amber ; Weaver, Daniel G. ; Tanggaard, Carsten .
    In: Finance Research Group Working Papers.
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  39. The joint dynamics of liquidity, returns, and volatility across small and large firms. (2005). Subrahmanyam, Avanidhar ; Chordia, Tarun .
    In: Staff Reports.
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  40. Liquidity, default, taxes and yields on municipal bonds. (2005). Wu, Chunchi ; Wang, Junbo ; Zhang, Frank.
    In: Finance and Economics Discussion Series.
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  41. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui .
    In: Working Paper Series.
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  42. Disclosure and liquidity. (2005). Trombetta, Marco ; Espinosa, Monica ; Tapia, Mikel.
    In: DEE - Working Papers. Business Economics. WB.
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  43. Hypothesis Testing in Predictive Regressions. (2004). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
    In: Finance.
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  44. Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov.
    In: Econometrics.
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  45. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Lynch, Anthony W. ; Tan, Sinan .
    In: NBER Working Papers.
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  46. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
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  47. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
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  48. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Werner, Ingrid ; Panchapagesan, Venkatesh ; Angel, James J..
    In: Working Paper Series.
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  49. Asset Pricing with Liquidity Risk. (2003). Pedersen, Lasse ; Acharya, Viral.
    In: CEPR Discussion Papers.
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  50. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
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