Market-wide attention, trading, and stock returns

A-Tier
Journal: Journal of Financial Economics
Year: 2015
Volume: 116
Issue: 3
Pages: 548-564

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Market-wide attention-grabbing events — record levels for the Dow and front-page articles about the stock market — predict the trading behavior of investors and, in turn, market returns. Both aggregate and household-level data reveal that high market-wide attention events lead investors to sell their stock holdings dramatically when the level of the stock market is high. Such aggressive selling has a negative impact on market prices, reducing market returns by 19 basis points on days following attention-grabbing events.

Technical Details

RePEc Handle
repec:eee:jfinec:v:116:y:2015:i:3:p:548-564
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29