In Search of Attention
By Zhi Da, Joseph E. Engelberg, Pengjie Gao. 2009
2,795 citations recorded by the source corpus.
Subfields: Accounting, Finance
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Wenxuan Hou
- R. Ding
- Heiko Jacobs
- Guiyang Xiong
- Stephan Jank
- Sebastian Müller
- Alexander Hillert
- Xueming Luo
In Finance
- Guofu Zhou
- Heiko Jacobs
- Raphael N. Markellos
- Wenxuan Hou
- R. Ding
- Wenjing Duan
- Jie Jennifer Zhang
- Sebastian Müller
Citations in the corpus
- Can Internet search queries help to predict stock market volatility (2016, positive): “Internet search data can describe the interest of individuals (Choi and Varian 2009a, Da et al. 2011).”
- Constructing a Global Fear Index for the COVID-19 Pandemic (2020, background): “…(for relevant literature see Adachi, Masuda, and Takeda 2017; Aouadi, Arouri, and Teulon 2013; Bank, Larch, and Peter 2011; Bodnaruk and Ostberg 2009; Da, Engelberg, and Gao 2011; Jacobs and Hillert 2016; Joseph, Wintoki, and Zhang 2011; Preis, Moat, and Stanley 2013; Zhu and Jiang 2018).”
- Media Sentiment and IPO Underpricing (2017, positive): “Although the aim of this paper is not to test the effect of media coverage on IPO underpricing (as in Liu et al., 2014a and Da et al., 2011), we want to show the effect of the article tone over and above the mere result of the IPO newspaper coverage, whose effect we control for in all our analyses.”
- Google Search Intensity and Its Relationship with Returns and Trading Volume of Japanese Stocks (2014, positive): “4.1.2 Abnormal stock returns We next estimate abnormal returns of the portfolio Qk based on the Fama-French three-factor model: 12 The definition of ASVI follows Da et al. (2011).”
- Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance? (2014, positive): “(JEL G11, G20, G23) Recent literature provides increasing evidence that the mass media’s coverage of individual stocks can influence individual investors’ trading behavior (see, e.g., Barber and Odean 2008; Da et al. 2011; Engelberg and Parsons 2011; Tetlock 2011).”
- Investor Attention and Stock Returns (2020, positive): “• Google search volume (AGoogle): We follow Da et al. (2011) and compute the monthly search frequency from Google Trends based on stock tickers.”
- Social Media and Firm Equity Value (2013, methodology): “We obtained Internet search data from the Google Insights for Search (http://www.google.com/insights/ search) provided by the most popular search engine of Google (Varian and Choi 2009, Da et al. 2011).”