It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
By Azi Ben-Rephael, Zhi Da, Ryan D. Israelsen. 2017
544 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/a94227d200556c1bea461c34f2c64b4ea3299c12
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Citations in the corpus
- Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown (2020, methodology): “Second, we proxy for the retail-investor daily activity of a given stock based on the stock’s Google Trends search-volume index (Da, Engelberg, and Gao (2011), Ben-Rephael, Da, and Israelsen (2017)) measured at the state level.”