May I Have Your Attention, Please: The Market Microstructure of Investor Attention

Author:

Fink Christopher,Johann Thomas

Publisher

Elsevier BV

Reference46 articles.

1. A theory of intraday patterns: volume and price variability;A R Admati;Review of Financial Studies,1988

2. Illiquidity and stock returns: cross-section and time-series effects;Y Amihud;Journal of Financial Markets,2002

3. The only game in town;W Bagehot;Financial Analysts Journal,1971

4. Google search volume and its influence on liquidity and returns of german stocks;M Bank;Financial Markets and Portfolio Management,2011

5. All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors;B Barber;Review of Financial Studies,2008

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. An Action – Identifying Noise Traders Entering the Market with Google and Twitter;SSRN Electronic Journal;2018

2. Investor Awareness and Firm Payout Policy;SSRN Electronic Journal;2016

3. Bitcoin Markets;SSRN Electronic Journal;2014

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