Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals

By A. Carretta, Vincenzo Farina, E. Graziano, Marco Reale. 2011

11 citations recorded by the source corpus.

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

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. Colm Kearney
2. Shan Liu
3. Andrew J. Patton

In Finance

1. Colm Kearney
2. Shan Liu
3. Thomas Renault
4. Andrew J. Patton

In Management Science and Operations Research

1. Colm Kearney
2. Shan Liu

Citations in the corpus

• Textual Sentiment in Finance: A Survey of Methods and Models (2014, background): “Carretta et al. (2011) News articles 2004-2010 Dictioary-based GI/Harvard Structural VAR A positive (negative) media sentiment in news spread before spin-off deals is associated with positive (negative) short term returns; an increase in investor attention determines an increase of trading volumes…”