Dynamic attention behavior under return predictability
Year of publication: |
2020
|
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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 |
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