연구동향 분석

투자자 관심(Investor Attention)과 기대수익률

채준 이은정 이유경 2019년

논문상세정보
인용/피인용
' 투자자 관심(Investor Attention)과 기대수익률' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • Behavioral Finance
  • Expected Return
  • Investor Attention
  • Noise Investors
  • institutional investors
  • 기관투자자
  • 기대수익률
  • 노이즈 투자자
  • 투자자 관심(Investor Attention)
  • 행동재무학
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
322 0

0.0%

' 투자자 관심(Investor Attention)과 기대수익률' 의 참고문헌

  • 코스피200 선물시장 투자주체별 행태와 정보우위성 : 외국인, 기관, 개인
    김태우 [2015]
  • 추계적 변동성-점프 확산 모형에 기초한 원달러 현물환율 및 통화옵션시장의 동적 행태 분석
    백인석 [2011]
  • 주가 급등락 버블주식에 대한 투자자별 영향 분석
    고봉찬 [2017]
  • 복권 성향의 주식에 대한 선호와 주식수익률의 횡단면
    강장구 [2014]
  • 변동성 국면에 따른 KOSPI200 지수옵션 투자자들의 이상반응
    강병진 [2012]
  • 모멘텀과 기업규모의 관계
    엄윤성 [2013]
  • 기관·외국인투자자의 KOSPI 200 옵션거래와 내재변동성 변화
    김소정 [2015]
  • 국내 금융시장간 투자자 유형별 거래량과 변동성
    유시용 [2014]
  • 고유변동성 이상 현상의 강건성에 관한 검토
    김정무 [2018]
  • Why does aggregate insider trading predict future stock returns?
  • Who gambles in the stock market?
    Kumar, A [2009]
  • The information content of aggregate insider trading
  • The determinants of international investment and attention allocation : Using internet search query data
    Mondria, J [2010]
  • Tests of Analysts Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior
  • Size and book-to-market factors in earnings and returns
    Fama, E. F [1995]
  • Risk, return, and equilibrium : Empirical tests
    Fama, E. F. [1973]
  • Predictable behavior, profits, and attention
  • On the impossibility of informationally efficient markets
  • On persistence in mutual fund performance
  • Media makes momentum
    Hillert, A [2014]
  • Media coverage and the cross section of stock returns
    Fang, L [2009]
  • Maxing out : Stocks as lotteries and the cross-section of expected returns
    Bali, T. G. [2011]
  • Market-wide attention, trading, and stock returns
    Yuan, Y [2015]
  • Limited investor attention and stock market misreactions to accounting information
  • Limited attention, information disclosure, and financial reporting
  • Investor sophistication and the mispricing of accruals
  • Investor sophistication and patterns in stock returns after earnings announcements
    Bartov, E [2000]
  • Investor attention, overconfidence and category learning
    Peng, L [2006]
  • Investor attention, index performance, and return predictability
  • Institutional investors and equity prices
  • Insider trading, news releases, and ownership concentration
  • Information content of options trading volume for future volatility : Evidence from the Taiwan options market
    Chang, C. C [2010]
  • Individual investors and volatility
    Foucault, T [2011]
  • In search of fundamentals
  • In search of attention
  • Implications of rational inattention
    Sims, C. A [2003]
  • Illiquidity and stock returns: cross-section and time-series effects
    Amihud, Y [2002]
  • Financial development and dynamic investment behavior: Evidence from panel VAR
    Love, I [2006]
  • Estimating vector auto regressions with panel data
  • Empirical Performance of Alternative Option Pricing Models
    Bakshi, G [1997]
  • Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks
    Eraker, B [2015]
  • Common risk factors in the returns on stocks and bonds
    Fama, E. F. [1993]
  • Attracting investor attention through advertising
    Lou, D [2014]
  • Attention effects in a high-frequency world
  • Attention and effort
    Kahneman, D [1973]
  • Attention
    Pashler, H [1998]
  • Asymmetric attention and stock returns
    Cziraki, P [2017]
  • All that glitters : The effect of attention and news on the buying behavior of individual and institutional investors
  • A tale of two anomalies : The implications of investor attention for price and earnings momentum
    Hou, K [2009]
  • A simple model of capital market equilibrium with incomplete information
  • A five-factor asset pricing model
    Fama, E. F. [2015]