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22. Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios.
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31. Company visits and stock price crash risk: Evidence from China. (2020). Lu, Jing ; Yang, Jun ; Xiang, Cheng.
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32. Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro.
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33. Intra-industry transfer effects of credit risk news: Rated versus unrated rivals. (2020). Robles Fernandez, M. Dolores ; Abad, Pilar ; Ferreras, R.
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34. The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed.
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35. The relative importance of competition to contagion: evidence from the digital currency market. (2019). Xie, Peng ; Wu, Jiming ; Du, Hongwei.
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36. Attention and Biases: Evidence from Tax-Inattentive Investors. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Fernando, Rodrigo De-Losso ; Birru, Justin.
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37. Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. (2019). Kurov, Alexander ; Basistha, Arabinda ; Wolfe, Marketa Halova.
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38. A new measure of firm-group accounting closeness. (2019). Ross, Jonathan ; Ziebart, David ; Meder, Anthony.
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39. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
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40. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
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41. Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth.
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42. Financial attention and the demand for information. (2019). Qadan, Mahmoud ; Zouabi, Maher.
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43. Should investors learn about the timing of equity risk?. (2019). Marfe, Roberto ; Hasler, Michael ; Khapko, Mariana.
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44. Trade-size clustering and price efficiency. (2019). Chen, Tao.
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45. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
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46. Investor attention to market categories and market volatility: The case of emerging markets. (2018). Graham, Michael ; Peltomaki, Jarkko ; Hasselgren, Anton.
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47. Fluctuating attention and financial contagion. (2018). Hasler, Michael ; Ornthanalai, Chayawat.
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48. Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K.
    In: Journal of International Money and Finance.
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49. Media censorship and stock price: Evidence from the foreign share discount in China. (2018). Hou, Wenxuan ; Liu, Yue ; Ding, Rong ; Zhang, John Ziyang.
    In: Journal of International Financial Markets, Institutions and Money.
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50. Asymmetric attention and volatility asymmetry. (2018). Dzieliński, Michał ; Talpsepp, Tnn ; Dzieliski, Micha ; Rieger, Marc Oliver.
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51. Investor Attention and Sentiment: Risk or Anomaly?. (2017). Bucher, Melk C.
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52. Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco.
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53. How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Yao, Ting ; Ma, Chao-Qun.
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54. Are Friday announcements special? Overcoming selection bias. (2016). michaely, roni ; Rubin, Amir ; Vedrashko, Alexander.
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55. Investor attention and market microstructure. (2016). Ruan, Xinfeng ; Zhang, Jine.
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56. Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Anwar, Sajid ; Al-Shboul, Mohammad.
    In: The North American Journal of Economics and Finance.
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57. Industry contagion effects of internal control material weakness disclosures. (2016). Lian, Qin ; Rupley, Kathleen ; Zhao, Jing ; Bolton, Brian.
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