Optimal Inattention to the Stock Market

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Durable consumption and asset management with transaction and observation costs (2012, unknown): “…two features are implied by the important notion, embedded in the model in Section 2, that investors economize on information gathering costs 8 and lend support to some of the mechanisms captured by Duffie and Sun (1990), Gabaix and Laibson (2001), Abel, Eberly, and Panageas (2007, 2009) theories.”
Investor Attention and Stock Market Volatility (2015, methodology): “To this aim, we use three time series: (i) the variance of S&P500 returns, obtained through a GARCH(1,1) estimation, (ii) the Google attention index described in Section 2.4, and (iii) a measure of cross-sectional dispersion for quarterly forecasts for real GDP, obtained from the Federal Reserve Ban”