Investor Attention and FX Market Volatility

By John Goddard, Arben Kita, Qingwei Wang. 2015

146 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/5809627468c77ff7fc964f6dd0252df06bc356bf

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Guangda Ouyang
2. D. Andrei
3. Michael Hasler
4. Fenghua Wen
5. Longhao Xu
6. Gang Kou

In Finance

1. Guangda Ouyang
2. D. Andrei
3. Michael Hasler
4. Fenghua Wen
5. Longhao Xu
6. Gang Kou

In Management Science and Operations Research

1. Guangda Ouyang
2. Fenghua Wen
3. Longhao Xu
4. Gang Kou

Citations in the corpus

• Investor Attention and Stock Market Volatility (2015, background): “An investor tries to learn the fundamental structure of 1Other papers using Google search volumes on companies names, tickers, or other economic terms to gauge investors’ attention are Dimpfl and Jank (2011), and Kita and Wang (2012).”
• Retail investor attention and stock price crash risk: Evidence from China (2019, background): “Recent studies (e.g., Aboody and Lev (2000), Da et al. (2011), Ding and Hou (2015), Goddard et al. (2015), Drake et al. (2016), Han et al. (2018)) also indicate that the scarcity of investor attention affects the choice of assets and their allocation, leading to changes in price dynamics of assets,…”