Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Networks and Communications,Information Systems,Theoretical Computer Science,Software
Link
http://link.springer.com/content/pdf/10.1007/s10796-019-09950-w.pdf
Reference54 articles.
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3. Baker, M., & Wurgler, J. (2006). Investor sentiment and the cross-section of stock returns. The Journal of Finance, 61(4), 1645–1680. https://doi.org/10.1111/j.1540-6261.2006.00885.x.
4. Barber, B. M., & Odean, T. (2008). All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors. Review of Financial Studies, 21(2), 785–818. https://doi.org/10.1093/rfs/hhm079.
5. Beaver, W. H. (1968). The information content of annual earnings announcements. Journal of Accounting Research, 6, 67–92. https://doi.org/10.2307/2490070.
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