Shi, Rongsheng; Xu, Zhi; Chen, Zhengrong; Huang, Jing - In: China Finance Review International 2 (2012) 2, pp. 143-162
Purpose – The purpose of this paper is to theoretically and empirically explore the effects of attention levels on individual investors' investment return. Design/methodology/approach – By introducing the heterogeneous attention, the authors first expand the theoretical model of Barber and...