Zhi Da
University of Notre Dame - Mendoza College of Business
Jian Hua
City University of New York, Baruch College - Zicklin School of Business
Chih-Ching Hung
National Taiwan University
Lin Peng
City University of New York, Baruch College - Zicklin School of Business
Download the latest version on SSRN.
Wall Street Horizon Abstract
The findings of the study reveal that both market attention and investor attention significantly influence stock market returns. The researchers observe that high levels of market attention correspond to increased market volatility and higher returns. Conversely, investor attention tends to have a more nuanced effect, with positive attention leading to higher returns and negative attention resulting in lower returns.
The authors suggest that investors and policymakers can benefit from understanding the interplay between different types of attention to make informed investment choices and develop more effective market regulations.
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