Investor Attention, Media Attention, and Stock Return Under the Price Limits Based on Big Data of Baidu

2021 ◽  
pp. 1629-1636
Author(s):  
Li Yang ◽  
Wenxiu Hu ◽  
Weiguo Zhang
Keyword(s):  
Big Data ◽  
Stock Return ◽  
Price Limits ◽  
Investor Attention ◽  
Media Attention

Celebrity influence on body image and eating disorders: A review

2021 ◽  
pp. 135910532098831
Author(s):  
Zoe Brown ◽  
Marika Tiggemann
Keyword(s):  
Eating Disorders ◽  
Body Image ◽  
Big Data ◽  
Body Dissatisfaction ◽  
Disordered Eating ◽  
Research Articles ◽  
Inclusion Criteria ◽  
Media Attention ◽  
Research Findings ◽  
Appearance Comparison

Celebrities are well-known individuals who receive extensive public and media attention. There is an increasing body of research on the effect of celebrities on body dissatisfaction and disordered eating. Yet, there has been no synthesis of the research findings. A systematic search for research articles on celebrities and body image or eating disorders resulted in 36 studies meeting inclusion criteria. Overall, the qualitative, correlational, big data, and experimental methodologies used in these studies demonstrated that exposure to celebrity images, appearance comparison, and celebrity worship are associated with maladaptive consequences for individuals’ body image.

Lead-Lag Relationship between Investor Sentiment in Social Media9 Investor Attention in Google, and Stock Return

2018 ◽  
Author(s):  
Aldila Rizkiana ◽  
Sari Hasrini ◽  
Pameodji Hardjomidjojo ◽  
Budhi Prihartono ◽  
Indryati Sunaryo ◽  
...  
Keyword(s):  
Stock Return ◽  
Investor Sentiment ◽  
Investor Attention

scholarly journals News Co-Occurrences, Stock Return Correlations, and Portfolio Construction Implications

2019 ◽  
Vol 12 (1) ◽  
pp. 45
Author(s):  
Yi Tang ◽  
Yilu Zhou ◽  
Marshall Hong
Keyword(s):  
Stock Return ◽  
Global Minimum ◽  
Predictive Power ◽  
Minimum Variance ◽  
Superior Performance ◽  
Portfolio Construction ◽  
Investor Attention ◽  
Retail Investor ◽  
Big Data Technologies ◽  
Future Return

In this paper, we construct a sample of news co-occurrences using big data technologies. We show that stocks that co-occur in news articles are less risky, bigger, and more covered by financial analysts, and economically-connected stocks are mentioned more often in the same news articles. We decompose a news co-occurrence into an expected component and a shock component. We find that it is the shock component that arouses abnormal retail investor attention. The expected and shock components significantly predict return correlations 12 months into the future. Finally, a global minimum variance (GMV) portfolio with the covariance matrix augmented by the predictive power of news co-occurrences for future return correlations produces relatively superior performance compared to the benchmark GMV portfolio.

scholarly journals INVESTOR ATTENTION AND STOCK RETURNS UNDER NEGATIVE SHOCKS: AN EMPIRICAL ANALYSIS BASED ON “DRAGON AND TIGER” LIST IN CHINA

2020 ◽  
Vol 21 (3) ◽  
pp. 914-941
Author(s):  
Xiao-ying Zhai ◽  
Ying-ying Hou ◽  
Yuan-shun Li
Keyword(s):  
Stock Returns ◽  
Stock Return ◽  
Academic Research ◽  
State Ownership ◽  
Secondary Market ◽  
Regulatory Agencies ◽  
Investor Attention ◽  
Bear Market ◽  
Monthly Return ◽  
The Relationship

Using the “Dragon and Tiger” list, we construct a clean indicator that directly measures investor attention, empirically test the effect of investor attention on stock return under negative shocks and whether the effect is affected by the bull or bear market, the industry, firm size, age and state ownership, institutional shareholder holding percentage. The results show that i) an increase in investor attention negatively predicts stock returns when cumulative daily return of a stock listed on “Dragon and Tiger” list on listing day is negative; ii) Investor attention is negatively correlated with stock returns when the stock entered in “Dragon and Tiger” list experienced current cumulative monthly return is negative; iii) Investor attention is negatively correlated with stock returns when monthly cumulative net purchase amount of top 10 institution to the stock listed in “Dragon and Tiger” list is negative; iv) Investor attention is negatively correlated with stock returns when the stock listed in “Dragon and Tiger” list, the ratio of monthly cumulative trading amount of the top 10 institutional traders to total trading amount of the secondary market is in the bottom 30 percentile. These findings not only contribute to the academic research about the relationship between investor attention and stock return, but also provide some guidance to the financial regulatory agencies as to the capital market stability.

Sign in / Sign up

Export Citation Format

Share Document