1. Tokenization in soccer leagues. Is fan engagement for real?. (2025). Xiao, Yuqing ; Agnese, Pablo.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000832.

   Full description at Econpapers || Download paper

1. Andrei, D. ; Hasler, M. Investor attention and stock market volatility. 2015 Review of Financial Studies. 28 33-72

2. Anton, M. ; Polk, C. Connected stocks. 2014 Journal of Finance. 69 1099-1127
   Paper not yet in RePEc: Add citation now
   

3. Baker, M. ; Wurgler, J. Investor sentiment and the cross-section of stock returns. 2006 Journal of Finance. 61 1645-1680

4. Barber, B.M. ; Odean, T. All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors. 2008 Review of Financial Studies. 21 785-818

5. Barber, B.M. ; Odean, T. ; Zhu, N. Do retail trades move markets?. 2009 Review of Financial Studies. 22 151-186

6. Barberis, N. ; Shleifer, A. Style investing. 2003 Journal of Financial Economics. 68 161-199
   Paper not yet in RePEc: Add citation now
   
7. Barberis, N. ; Shleifer, A. ; Wurgler, J. Comovement. 2005 Journal of Financial Economics. 75 283-317
   Paper not yet in RePEc: Add citation now
   

8. Blankespoor, E. ; deHaan, E. ; Zhu, C. Capital market effects of media synthesis and dissemination: Evidence from robo-journalism. 2018 Review of Accounting Studies. 23 1-36

9. Boyer, B.H. Style-related Comovement: Fundamentals or labels?. 2011 Journal of Finance. 66 307-332

10. Bushee, B.J. ; Core, J.E. ; Guay, W. ; Hamm, S.J. The role of the business press as an information intermediary. 2010 Journal of Accounting Research. 48 1-19

11. Cardillo, G. ; Onali, E. ; Perdichizzi, S. Investor behavior around targeted liquidity announcements. 2023 The British Accounting Review. 101275 -
    Paper not yet in RePEc: Add citation now
    

12. Cathcart, L. ; Jahel, L.E. ; Evans, L. ; Shi, Y. Excess comovement in credit default swap markets: Evidence from the CDX indices. 2019 Journal of Financial Markets. 43 96-120

13. Clasen, M. Monsters evolve: A biocultural approach to horror stories. 2012 Review of General Psychology. 16 222-229
    Paper not yet in RePEc: Add citation now
    
14. Clasen, M. ; Kjeldgaard-Christiansen, J. ; Johnson, J.A. Horror, personality, and threat simulation: A survey on the psychology of scary media. 2020 Evolutionary Behavioral Sciences. 14 213-230
    Paper not yet in RePEc: Add citation now
    

15. Da, Z. ; Engelberg, J. ; Gao, P. In search of attention. 2011 Journal of Finance. 66 1461-1499

16. Dellavigna, S. ; Pollet, J.M. Investor inattention and Friday earnings announcements. 2009 Journal of Finance. 64 709-749

17. Drake, M.S. ; Roulstone, D.T. ; Thornock, J.R. Investor information demand: Evidence from Google searches around earnings announcements. 2012 Journal of Accounting Research. 50 1001-1040

18. Durnev, A. ; Morck, R. ; Yeung, B. Value-enhancing capital budgeting and firm-specific stock return variation. 2004 Journal of Finance. 59 65-105

19. Ehrmann, M. ; Jansen, D.-J. Stock return comovement when investors are distracted: More, and more homogenous. 2022 Journal of International Money and Finance. 129 -

20. Elberse, A. The power of stars: Do star actors drive the success of the movies?. 2007 Journal of Marketing. 71 102-120
    Paper not yet in RePEc: Add citation now
    
21. Eun, C.S. ; Wang, L. ; Xiao, S.C. Culture and R2. 2015 Journal of Financial Economics. 115 283-303
    Paper not yet in RePEc: Add citation now
    

22. Fong, K.Y. ; Holden, C.W. ; Trzcinka, C.A. What are the best liquidity proxies for global research?. 2017 Review of Finance. 21 1355-1401

23. Gervais, R. ; Kaniel, R. ; Mingelgrin, D.H. The high-volume return premium. 2001 Journal of Finance. 56 877-919

24. Grullon, G. ; Underwood, S. ; Weston, J.P. Comovement and investment banking networks. 2014 Journal of Financial Economics. 113 73-89

25. Hameed, A. ; Xie, J. Preference for dividends and return comovement. 2019 Journal of Financial Economics. 132 103-125

26. Hirshleifer, D. ; Lim, S.S. ; Teoh, S.H. Driven to distraction: Extraneous events and underreaction to earnings news. 2009 The Journal of Finance. 64 2289-2325

27. Hirshleifer, D. ; Teoh, S.H. Limited attention, information disclosure, and financial reporting. 2003 Journal of Accounting and Economics. 36 337-386

28. Hong, H. ; Stein, J.C. A unified theory of underreaction, momentum trading, and overreaction in asset markets. 1999 The Journal of Finance. 54 2143-2184

29. Hu, Y. ; Li, X. ; Goodell, J.W. ; Shen, D. Investor attention shocks and stock co-movement: Substitution or reinforcement?. 2021 International Review of Financial Analysis. 73 -

30. Huang, S. ; Huang, Y. ; Lin, T.C. Attention allocation and return comovement: Evidence from repeated natural experiments. 2019 Journal of Financial Economics. 132 369-383

31. Huberman, G. ; Regev, T. Contagious speculation and a cure for Cancer: A nonevent that made stock prices soar. 2001 Journal of Finance. 56 387-396

32. Kumar, A. Dynamic style preferences of individual investors and stock returns. 2009 Journal of Financial and Quantitative Analysis. 44 607-640

33. Morck, R. ; Yeung, B. ; Yu, W. The information content of stock markets: Whydo emerging markets have synchronous stockprice movements?. 2000 Journal of Financial Economics. 58 215-260
    Paper not yet in RePEc: Add citation now
    

34. Nieuwerburgh, S.V. ; Veldkamp, L. Information acquisition and under-diversification. 2010 Review of Economic Studies. 77 779-805

35. Nieuwerburgh, S.V. ; Veldkamp, L. Information immobility and the home Bias puzzle. 2009 Journal of Finance. 64 1187-1215

36. Ohman, A. ; Mineka, S. Fears, phobias, and preparedness: Toward an evolved module of fear and fear learning. 2001 Psychological Review. 108 483-522
    Paper not yet in RePEc: Add citation now
    

37. Oster, E. Unobservable selection and coefficient stability: theory and evidence. 2019 Journal of Business & Economic Statistics. 37 187-204

38. Peng, L. ; Xiong, W. Investor attention, overconfidence and category learning. 2006 Journal of Financial Economics. 80 563-602

39. Peress, J. ; Schmidt, D. Glued to the TV: Distracted noise traders and stock market liquidity. 2020 Journal of Finance. 75 1083-1133

40. Pirinsky, C. ; Wang, Q. Does corporate headquarters location Matterfor stock returns?. 2006 Journal of Finance. 61 1991-2015

41. Roll, R. R2. 1988 Journal of Finance. 43 541-566
    Paper not yet in RePEc: Add citation now
    

42. Savor, P. ; Wilson, M. Asset pricing: A tale of two days. 2014 Journal of Financial Economics. 113 171-201

43. Scrivner, C. ; Andersen, M.M. ; Schjodt, U. ; Clasen, M. The psychological benefits of scary paly in three types of horror fans. 2024 Journal of Media Psychology: Theories, Methods, and Applications. -
    Paper not yet in RePEc: Add citation now
    

44. Veldkamp, L. ; Wolfers, J. Aggregate shocks or aggregate information? Costly information and business cycle comovement. 2007 Journal of Monetary Economics. 54 37-55

45. Veldkamp, L.L. Information markets and the comovement of asset prices. 2006 Review of Economic Studies. 73 823-845

46. Xu, R. ; Liu, Y. ; Hu, N. ; Guo, J. What drives individual investors in the bear market?. 2022 The British Accounting Review. 54 -

47. Zhaunerchyk, K. ; Haghighi, A. ; Oliver, B. Distraction effects on stock return co-movements: Confirmation from the Shenzhen and Shanghai stock markets. 2020 Pacific-Basin Finance Journal. 61 -

48. Zhu, Z. ; Sun, L. ; Yung, K. ; Chen, M. Limited investor attention, relative fundamental strength, and the cross-section of stock returns. 2020 The British Accounting Review. 52 -

49. Zipes, J. Why fantasy matters too much. 2009 Journal of Aesthetic Education. 43 77-91
    Paper not yet in RePEc: Add citation now
    

1. Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2022). Ma, Jun ; LeRoy, Stephen ; Lansing, Kevin.
   In: Working Paper Series.
   RePEc:fip:fedfwp:2018-14.

   Full description at Econpapers || Download paper

2. Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Niu, Zibo ; Liu, Yuanyuan ; Suleman, Muhammad Tahir ; Yin, Libo ; Zhang, Hongwei.
   In: Energy.
   RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

   Full description at Econpapers || Download paper

3. Forecasting stock return volatility using a robust regression model. (2021). Zhang, Yaojie ; Hao, Xianfeng ; He, Mengxi ; Meng, Fanyi.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:40:y:2021:i:8:p:1463-1478.

   Full description at Econpapers || Download paper

4. Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Zhang, Wei ; Yan, Kai.
   In: Financial Innovation.
   RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y.

   Full description at Econpapers || Download paper

5. Accentuating the Impacts of Political News on the Stock Price, Working Capital and Performance: An Empirical Review of Emerging Economy. (2021). Meran, Syed Ghulam ; Ur, Muhammad Ateeq ; Cioca, Lucian-Ionel ; Artene, Alin.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2021:i:2:p:55-73.

   Full description at Econpapers || Download paper

6. Cryptocurrency price volatility and investor attention. (2021). al Guindy, Mohamed.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:76:y:2021:i:c:p:556-570.

   Full description at Econpapers || Download paper

7. Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing. (2021). Shen, Dehua ; Li, Yue ; Goodell, John W.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:81:y:2021:i:c:p:113-122.

   Full description at Econpapers || Download paper

8. Does investor attention increase stock market volatility during the COVID-19 pandemic?. (2021). Sharma, Susan Sunila ; Xu, Liao ; Wang, Hua.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001451.

   Full description at Econpapers || Download paper

9. Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad.
   In: Journal of Business Research.
   RePEc:eee:jbrese:v:122:y:2021:i:c:p:774-793.

   Full description at Econpapers || Download paper

10. Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas Nygaard ; Bodilsen, Simon ; Gronborg, Niels S.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

    Full description at Econpapers || Download paper

11. Trading off accuracy for speed: Hedge funds decision-making under uncertainty. (2021). Tsionas, Mike ; Philippas, Dionisis ; Dragomirescu-Gaina, Catalin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000715.

    Full description at Econpapers || Download paper

12. The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. (2021). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Akyildirim, Erdinc.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302738.

    Full description at Econpapers || Download paper

13. Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). NG, KOK HAUR ; Koh, You-Beng ; Tan, Chia-Yen.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164.

    Full description at Econpapers || Download paper

14. Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Fang, Zhenming ; Yao, Shouyu ; Cheng, Feiyang ; Wang, Chunfeng ; Chiao, Chaoshin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

    Full description at Econpapers || Download paper

15. Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. (2021). Wagner, Alexander ; Arnold, Marc ; Schuette, Dustin.
    In: European Financial Management.
    RePEc:bla:eufman:v:27:y:2021:i:2:p:287-325.

    Full description at Econpapers || Download paper

16. Asymmetric Impact of COVID-19 on Chinas Stock Market Volatility - Media Effect or Fact?. (2021). Li, Xin.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:47.

    Full description at Econpapers || Download paper

17. Web-Based Investor Fear Gauge and Stock Market Volatility: An Emerging Market Perspective. (2020). Graham, Michael ; Nikkinen, Jussi ; Peltomki, Jarkko.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:19:y:2020:i:2:p:127-153.

    Full description at Econpapers || Download paper

18. Investors Uncertainty and Forecasting Stock Market Volatility. (2020). GUPTA, RANGAN ; Liu, Rui Peng.
    In: Working Papers.
    RePEc:pre:wpaper:202090.

    Full description at Econpapers || Download paper

19. 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.
    In: MPRA Paper.
    RePEc:pra:mprapa:100020.

    Full description at Econpapers || Download paper

20. Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis. (2020). Ashraf, Badar Nadeem ; Sadaqat, Mohsin ; Shear, Falik.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2020:i:1:p:2-:d:466308.

    Full description at Econpapers || Download paper

21. Attention and biases: evidence from tax-inattentive investors. (2020). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Birru, Justin.
    In: Textos para discussão.
    RePEc:fgv:eesptd:523.

    Full description at Econpapers || Download paper

22. Annual report disclosure timing and stock price crash risk. (2020). Liu, Zhuo ; Cai, Wenwu ; Xiang, Cheng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19304731.

    Full description at Econpapers || Download paper

23. The impact of sentiment and attention measures on stock market volatility. (2020). Ballinari, Daniele ; Audrino, Francesco ; Sigrist, Fabio.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:334-357.

    Full description at Econpapers || Download paper

24. Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

    Full description at Econpapers || Download paper

25. Media attention and the volatility effect. (2020). Swinkels, Laurens ; Huisman, Rob ; van Vliet, Pim ; Blitz, David.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930409x.

    Full description at Econpapers || Download paper

26. Institutional investor inattention and stock price crash risk. (2020). Wang, Qian ; Chen, Fengwen ; Xiang, Cheng.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301084.

    Full description at Econpapers || Download paper

27. Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Yuan, Ying ; Wu, XI ; Zhang, Tonghui.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307803.

    Full description at Econpapers || Download paper

28. Company visits and stock price crash risk: Evidence from China. (2020). Lu, Jing ; Yang, Jun ; Xiang, Cheng.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:44:y:2020:i:c:s1566014119303656.

    Full description at Econpapers || Download paper

29. Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

    Full description at Econpapers || Download paper

30. The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

    Full description at Econpapers || Download paper

31. Attention and Biases: Evidence from Tax-Inattentive Investors. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Fernando, Rodrigo De-Losso ; Birru, Justin.
    In: Working Papers, Department of Economics.
    RePEc:spa:wpaper:2019wpecon48.

    Full description at Econpapers || Download paper

32. Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. (2019). Kurov, Alexander ; Basistha, Arabinda ; Wolfe, Marketa Halova.
    In: MPRA Paper.
    RePEc:pra:mprapa:111037.

    Full description at Econpapers || Download paper

33. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
    In: Post-Print.
    RePEc:hal:journl:halshs-02183053.

    Full description at Econpapers || Download paper

34. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
    In: Post-Print.
    RePEc:hal:journl:hal-02065042.

    Full description at Econpapers || Download paper

35. Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245.

    Full description at Econpapers || Download paper

36. Financial attention and the demand for information. (2019). Qadan, Mahmoud ; Zouabi, Maher.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:82:y:2019:i:c:s2214804319300874.

    Full description at Econpapers || Download paper

37. Should investors learn about the timing of equity risk?. (2019). Marfe, Roberto ; Hasler, Michael ; Khapko, Mariana.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:3:p:182-204.

    Full description at Econpapers || Download paper

38. Trade-size clustering and price efficiency. (2019). Chen, Tao.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:49:y:2019:i:c:p:195-203.

    Full description at Econpapers || Download paper

39. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:83:y:2019:i:c:p:141-149.

    Full description at Econpapers || Download paper

40. Investor attention to market categories and market volatility: The case of emerging markets. (2018). Graham, Michael ; Peltomaki, Jarkko ; Hasselgren, Anton.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:532-546.

    Full description at Econpapers || Download paper

41. Fluctuating attention and financial contagion. (2018). Hasler, Michael ; Ornthanalai, Chayawat.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

    Full description at Econpapers || Download paper

42. Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

    Full description at Econpapers || Download paper

43. 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.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:112-133.

    Full description at Econpapers || Download paper

44. Asymmetric attention and volatility asymmetry. (2018). Dzieliński, Michał ; Talpsepp, Tnn ; Dzieliski, Micha ; Rieger, Marc Oliver.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:45:y:2018:i:c:p:59-67.

    Full description at Econpapers || Download paper

45. Investor Attention and Sentiment: Risk or Anomaly?. (2017). Bucher, Melk C.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2017:12.

    Full description at Econpapers || Download paper

46. Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

    Full description at Econpapers || Download paper

47. How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Yao, Ting ; Ma, Chao-Qun.
    In: Applied Energy.
    RePEc:eee:appene:v:205:y:2017:i:c:p:336-344.

    Full description at Econpapers || Download paper

48. Are Friday announcements special? Overcoming selection bias. (2016). michaely, roni ; Rubin, Amir ; Vedrashko, Alexander.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:1:p:65-85.

    Full description at Econpapers || Download paper

49. Investor attention and market microstructure. (2016). Ruan, Xinfeng ; Zhang, Jine.
    In: Economics Letters.
    RePEc:eee:ecolet:v:149:y:2016:i:c:p:125-130.

    Full description at Econpapers || Download paper

50. 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.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

    Full description at Econpapers || Download paper

Report date: 2025-09-21 21:22:10 || Missing content? Let us know