Investor Attention and Stock Market Volatility

By D. Andrei, Michael Hasler. 2015

486 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c95f7852a1b1f8a0f74949544237ab35fe9674ef

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. George Skiadopoulos
2. Rastin Matin
3. Renato Faccini
4. L. Pham

In Finance

1. George Skiadopoulos
2. Rastin Matin
3. Renato Faccini
4. Carol Alexander
5. Leonardo M. Nogueira
6. L. Pham

Citations in the corpus

• Dissecting Climate Risks: Are they Reflected in Stock Prices? (2021, background): “Shan, Y. Tang, and V. Yao (2020): “Corporate Climate Risk: Measurements and Responses ,” Working paper, European Corporate Governance Institute.”
• Does It Pay to Pay Attention (2018, unknown): “More recently, Da, Engelberg, and Gao (2011) propose the use of Google searches as a direct measure of aggregate attention and – using Google searches – Vlastakis and Markellos (2012) and Andrei and Hasler (2015) show that aggregate attention varies as a function of stock market volatility. The adva”