All that matters in finance and risk management

Author Tapas Mohapatra

Is Attention an End Game?

The internet has helped investors to access information about stocks more easily. We have repeatedly looked into internet searches as a proxy for attention – and on how they affect liquidity and volatility. Today, we look at the type of… Continue Reading →

It’s in the Structure – Predicting Bitcoins via Social Media

Yes, social media can predict returns in financial markets – as we discussed in a previous post. The general mechanism: investors gather information via social media, or social media captures their attention. Social media as a news channel? But which… Continue Reading →

Attention or Returns – What’s First? A Granger Causality Analysis

What came first? The chicken or the egg? In financial markets, we sometimes ask a similar question. Does investor attention affect market returns? Or do extreme market returns draw investor attention? Nadia Vozlyublennaia tries to solve this question in her… Continue Reading →

No Early Weekends: Busting the Friday Effect Myth

They say a Friday can make or break your stardom in Hollywood. However, in the world of financial markets, Fridays are slow – or at least appear to be. In a previous post, we looked into how firms hide bad… Continue Reading →

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