Stock return comovement when investors are distracted : more, and more homogeneous
Year of publication: |
2022
|
---|---|
Authors: | Ehrmann, Michael ; Jansen, David-Jan |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 129.2022, p. 1-12
|
Subject: | Investor attention | Stock returns | Comovement | News | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Ankündigungseffekt | Announcement effect |
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