Market-Wide Attention, Trading, and Stock Returns

By Yu Yuan. 2015

277 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/acc7b16d10c2095ba05d40036762f0b63aa5e448

How researchers see this paper

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

In Accounting

1. Azi Ben-Rephael
2. Ryan D. Israelsen
3. Zhi Da
4. Shiyang Huang
5. Yulin Huang
6. Tse-Chun Lin

In Economics and Econometrics

1. Shiyang Huang
2. Yulin Huang
3. Azi Ben-Rephael
4. Zhi Da
5. Tse-Chun Lin

In Finance

1. Shiyang Huang
2. Yulin Huang
3. Azi Ben-Rephael
4. Ryan D. Israelsen
5. Zhi Da
6. Tse-Chun Lin

Citations in the corpus

• It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017, background): “…trading volume (Barber and Odean 2008; Gervais, Kaniel, and Mingelgrin 2001; Hou, Peng, and Xiong 2009), news and headlines (Barber and Odean 2008; Yuan 2015), advertising expense (Chemmanur and Yan 2009; Grullon, Kanatas, and Weston 2004; Lou 2014; Madsen and Niessner 2014), and price limits…”
• Investor Attention and Stock Returns (2020, unknown): “Yuan (2015) finds that investors are likely to sell more stocks following attention-grabbing events because of the disposition effect and rebalance needs.”
• Does It Pay to Pay Attention (2018, unknown): “…proxies such as trading volume 6 ((Gervais, Kaniel, and Mingelgrin, 2001)), price limits (Li and Yu (2012) and Seasholes and Wu (2007)), and news (Yuan (2015) and Barber and Odean (2007)), and making the implicit assumption that investors are likely to pay attention to stocks that are mentioned…”
• Attention allocation and return co-movement: Evidence from repeated natural experiments (2019, background): “…and Mingelgrin, 2001, and Hou, Peng, and Xiong, 2009), news headlines (Barber and Odean, 2008; Fang and Peress, 2009; Fang, Peress and Zheng, 2014; Yuan, 2015), advertisement (Chemmanur and Yan, 2010; Lou, 2014), price limits (Seasholes and Wu, 2007), and online account logins (Karlsson,…”