What's in a “China” Name? A Test of Investor Attention Hypothesis

Author:

Bae Kee-Hong,Wang Wei

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. “Illiquidity and Stock Returns;Amihud;Journal of Financial Markets,2002

2. “Asset Pricing and the Bid-Ask Spread;Amihud;Journal of Financial Economics,1986

3. “Stock Market Trading Activity and Returns Around Milestones;Aragon;Journal of Empirical Finance,2011

4. “All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors;Barber;Review of Financial Studies,2008

5. “Comovement;Barberis;Journal of Financial Economics,2005

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