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The pitch rather than the pit: investor inattention during FIFA world cup matches
Ehrmann, Michael; Jansen, David-Jan - 2012
At the 2010 FIFA World Cup in South Africa, many soccer matches were played during stock market trading hours, providing us with a natural experiment to analyze fluctuations in investor attention. Using minute‐by‐minute trading data for fifteen international stock exchanges, we present three...
Persistent link: https://www.econbiz.de/10011605469
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Stock return comovement when investors are distracted: More, and more homogeneous
Ehrmann, Michael; Jansen, David-Jan - 2020
-specific and from global news. When movements in global stock markets are large, the pricing of global news reverts back to normal …
Persistent link: https://www.econbiz.de/10012422074
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Stock Return Comovement When Investors are Distracted : More, and More Homogeneous
Ehrmann, Michael - 2020
-specific and from global news. When movements in global stock markets are large, the pricing of global news reverts back to normal …
Persistent link: https://www.econbiz.de/10012833580
Cover Image
The Pitch Rather than the Pit : Investor Inattention During FIFA World Cup Matches
Ehrmann, Michael - 2012
At the 2010 FIFA World Cup in South Africa, many soccer matches were played during stock market trading hours, providing us with a natural experiment to analyze fluctuations in investor attention. Using minute‐by‐minute trading data for fifteen international stock exchanges, we present three...
Persistent link: https://www.econbiz.de/10013110809