This study examines the impact of investor attention on portfolio volatility and sectoral risk spillovers in Borsa … daily data from January 2004 to June 2024. We find that abnormal investor attention, measured through the abnormal search … investor attention intensifies asymmetric conditional volatility in the finance, technology, banking, and mining sectors …

In this paper, I document that investor attention negatively predicts betting against beta returns. Using Google Search … factors and different search terminologies and in all the other G7 countries. The results also indicate that investor … attention presents a unique capacity to explain future betting against beta (BAB) performance that is not shared by other famous …

This paper investigates the relationship between aggregate market herding and investor attention in seven selected … occurrence of herding. Investor attention is positively (negatively) related to (anti-)herd behavior, in which information … market efficiency. Nonetheless, the role of investor attention is weaker during negative market returns and global financial …

investor attention and enhance their market stability. …