When Does Attention Matter? The Effect of Investor Attention on Stock Market Volatility Around News Releases

SSRN Electronic Journal ◽

10.2139/ssrn.3506720 ◽

2019 ◽

Author(s):

Daniele Ballinari ◽

Francesco Audrino ◽

Fabio Sigrist

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Investor Attention ◽

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Structural transmissions among investor attention, stock market volatility and trading volumes

European Financial Management ◽

10.1111/eufm.12315 ◽

2021 ◽

Author(s):

Helmut Herwartz ◽

Fang Xu

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Investor Attention ◽

Trading Volumes

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Does investor attention increase stock market volatility during the COVID-19 pandemic?

Pacific-Basin Finance Journal ◽

10.1016/j.pacfin.2021.101638 ◽

2021 ◽

pp. 101638

Author(s):

Hua Wang ◽

Liao Xu ◽

Susan Sunila Sharma

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Investor Attention

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Investor Attention and Stock Market Volatility

Review of Financial Studies ◽

10.1093/rfs/hhu059 ◽

2014 ◽

Vol 28 (1) ◽

pp. 33-72 ◽

Author(s):

Daniel Andrei ◽

Michael Hasler

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Investor Attention

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Investor Attention and Stock Market Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2336073 ◽

2013 ◽

Author(s):

Daniel Andrei ◽

Michael Hasler

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Investor Attention

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News Releases and Stock Market Volatility

The Handbook of High Frequency Trading ◽

10.1016/b978-0-12-802205-4.00022-1 ◽

2015 ◽

pp. 385-395

Author(s):

M. Nihat Solakoglu ◽

Nazmi Demir

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

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What Drives Stock Market Volatility on Days Without Macroeconomic News Releases? The Role of Aggregate Earnings News

SSRN Electronic Journal ◽

10.2139/ssrn.3219384 ◽

2018 ◽

Author(s):

Jaewoo Kim ◽

Bryce Schonberger ◽

Charles E. Wasley ◽

Yucheng Yang

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Macroeconomic News ◽

News Releases ◽

Aggregate Earnings

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Estimating Emerging Stock Market Volatility Using Garch Family Models

Indian Journal Of Applied Research ◽

10.15373/2249555x/sept2013/99 ◽

2011 ◽

Vol 3 (9) ◽

pp. 331-333 ◽

Author(s):

Ramona Birău ◽

◽

Jatin Trivedi

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

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The Dynamics of Political Risk Rating and Stock Market Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2312161 ◽

2013 ◽

Author(s):

Muhammad Tahir Suleman

Keyword(s):

Stock Market ◽

Political Risk ◽

Market Volatility ◽

Stock Market Volatility ◽

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Modeling the Egyptian Stock Market Volatility Pre- and Post Circuit Breaker

SSRN Electronic Journal ◽

10.2139/ssrn.572061 ◽

2004 ◽

Author(s):

Eskandar A. Tooma ◽

Maged S. Sourial

Keyword(s):

Stock Market ◽

Circuit Breaker ◽

Market Volatility ◽

Stock Market Volatility

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Long Memory in Stock Market Volatility: Indian Evidences

Artha Vijnana Journal of The Gokhale Institute of Politics and Economics ◽

10.21648/arthavij/2010/v52/i4/115316 ◽

2010 ◽

Vol 52 (4) ◽

pp. 332 ◽

Author(s):

Gourishankar S. Hiremath ◽

Bandi Kamaiah

Keyword(s):

Stock Market ◽

Long Memory ◽

Market Volatility ◽

Stock Market Volatility

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