When does attention matter? : the effect of investor attention on stock market volatility around news releases
Daniele Ballinari, Francesco Audrino, Fabio Sigrist
| Year of publication: |
2022
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|---|---|
| Authors: | Ballinari, Daniele ; Audrino, Francesco ; Sigrist, Fabio |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-28
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| Subject: | Retail investors | Institutional investors | Investor attention | Limited attention | News releases | Realized volatility | StockTwits | Twitter | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Institutioneller Investor | Institutional investor | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102185 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431147