Dynamic attention behavior under return predictability

Daniel Andrei, Michael Hasler

Year of publication:	2020
Authors:	Andrei, Daniel ; Hasler, Michael
Published in:	Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 7, p. 2906-2928
Subject:	asset pricing \| portfolio choice \| investors’ attention \| information acquisition \| return predictability \| Portfolio-Management \| Portfolio selection \| Anlageverhalten \| Behavioural finance \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Kapitalmarktrendite \| Capital market returns \| Börsenkurs \| Share price \| Informationsversorgung \| Information provision \| Informationsverhalten \| Information behaviour \| Schätzung \| Estimation

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1287/mnsc.2019.3328 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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