This letter investigates trading activities around episodes of attentional shift towards climate change to infer the impact of investor attention on stock trading. We use the Abnormal Search Volume Index (ASVI) from Google Trends as an ex ante measure capturing investor attentional shift towards...

We compare two text-based proxies for the sentiment of investors in the Japanese market. Both proxies are constructed by Thomson Reuters using the same algorithm, and the only difference between them is that the first proxy is derived using only Japanese language items; the second is derived...

This paper examines the effect of financialisation of futures markets has on the relationship between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically, by accounting for the systematic patterns of commodity price volatility, namely, seasonality and maturity effects...

This paper examines the effect of financialisation of futures markets has on the relationship between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically, by accounting for the systematic patterns of commodity price volatility, namely, seasonality and maturity effects...

This paper examines the effect of financialisation of futures markets has on the relationship between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically, by accounting for the systematic patterns of commodity price volatility, namely, seasonality and maturity effects...

This paper examines the recency bias and overreaction in the NFL betting market from 2003 to 2017. Consistent with the recency bias, bettors are more likely to bet on teams who have won previous outcomes. We add to the literature and find that the magnitude of prior wins and losses in the...