Fin matters

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investor attention

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 →

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 →

Hiding Bad News Is Easy When Investors Pay No Attention!

Who doesn’t love the spotlight? Like (almost) everyone else, CEOs like public attention. But what about times when firms have to release bad news? Then, CEOs, and management in general, may be glad of low attention in the markets. If… Continue Reading →

Go Boldly Where Institutional Investors Are – Measuring Institutional Investor Attention

How do you measure institutional investor attention? Aggregate attention is easier to capture. You can look at trading volume (which reflects the transactions of all investors) as an indirect measure. You can look at front-page articles in influential newspaper as… Continue Reading →

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