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Do Top 10 Lists of Daily Stock Returns Attract Investor Attention? Evidence from a Natural Experiment

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  • Diefeng Peng
  • Yulei Rao
  • Mei Wang
Abstract
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  • Diefeng Peng & Yulei Rao & Mei Wang, 2016. "Do Top 10 Lists of Daily Stock Returns Attract Investor Attention? Evidence from a Natural Experiment," International Review of Finance, International Review of Finance Ltd., vol. 16(4), pages 565-593, December.
    • Handle: RePEc:bla:irvfin:v:16:y:2016:i:4:p:565-593
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    File URL: http://hdl.handle.net/10.1111/irfi.12091
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    References listed on IDEAS

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    2. Reyes, Tomas & Batista, Julian A. & Chacon, Alvaro & Martinez, Diego & Kausel, Edgar E., 2023. "Attention-driven reaction to extreme earnings surprises," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 230-248.
    3. Wu, Xiang & Zhang, Bing, 2024. "Retail investors’ escaping from the bottom and clustering at the top of the trend in China," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 875-904.
    4. Liu, Chang & Sun, Peng & Zhu, Dongming, 2023. "Lottery preference, short-sale constraint, and the salience effect: Evidence from China," Economic Modelling, Elsevier, vol. 125(C).
    5. Hagmann, David & Sajons, Gwendolin & Tinsley, Catherine, 2022. "Statistical Discrimination Against Underrepresented Groups," OSF Preprints cnv45, Center for Open Science.

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