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Open source information, investor attention, and asset pricing

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Open source information, investor attention, and asset pricing

Zhang, Wei; Shen, Dehua; Zhang, Yongjie; Xiong, Xiong - In: Economic Modelling 33 (2013) C, pp. 613-619

In this paper, we advocate the search frequency of stock name in Baidu Index as a novel and direct proxy for investor attention. Firstly, empirical results show that the quantified investor attention is a desired explanatory variable for abnormal return even trading volume is considered....

Persistent link: https://www.econbiz.de/10010737996