메뉴 건너뛰기




Volumn 14, Issue 5, 2007, Pages 590-610

Predictable behavior, profits, and attention

Author keywords

Attention; Behavioral finance; Statistical arbitrage

Indexed keywords


EID: 35548999163     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2007.03.002     Document Type: Article
Times cited : (273)

References (19)
  • 2
    • 0031097135 scopus 로고    scopus 로고
    • Detecting long-run abnormal stock returns: the empirical power and specification of test statistics
    • Barber B.M., and Lyon J.D. Detecting long-run abnormal stock returns: the empirical power and specification of test statistics. Journal of Financial Economics 43 (1997) 341-372
    • (1997) Journal of Financial Economics , vol.43 , pp. 341-372
    • Barber, B.M.1    Lyon, J.D.2
  • 3
    • 3242879306 scopus 로고    scopus 로고
    • All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
    • U.C. Davis
    • Barber B.M., and Odean T. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors. Working paper (2005), U.C. Davis
    • (2005) Working paper
    • Barber, B.M.1    Odean, T.2
  • 4
    • 0000759899 scopus 로고    scopus 로고
    • Do foreigners destabilize stock markets? The Korean experience in 1997
    • Choe H., Kho B.-C., and Stulz R.M. Do foreigners destabilize stock markets? The Korean experience in 1997. Journal of Financial Economics 54 (1999) 227-264
    • (1999) Journal of Financial Economics , vol.54 , pp. 227-264
    • Choe, H.1    Kho, B.-C.2    Stulz, R.M.3
  • 5
    • 34249008206 scopus 로고    scopus 로고
    • Limited Attention and the Allocation of Effort in Securities Trading
    • University of Notre Dame
    • Corwin S.A., and Coughenour J. Limited Attention and the Allocation of Effort in Securities Trading. Working paper (2005), University of Notre Dame
    • (2005) Working paper
    • Corwin, S.A.1    Coughenour, J.2
  • 6
    • 6344285030 scopus 로고    scopus 로고
    • Correlated trading and location
    • Feng L., and Seasholes M.S. Correlated trading and location. Journal of Finance 59 (2004) 2117-2144
    • (2004) Journal of Finance , vol.59 , pp. 2117-2144
    • Feng, L.1    Seasholes, M.S.2
  • 9
    • 19944407712 scopus 로고    scopus 로고
    • Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors
    • Duke University
    • Graham J., and Kumar A. Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors. Working paper (2004), Duke University
    • (2004) Working paper
    • Graham, J.1    Kumar, A.2
  • 10
    • 0040289950 scopus 로고    scopus 로고
    • What makes investors trade?
    • (April)
    • Grinblatt M., and Keloharju M. What makes investors trade?. Journal of Finance LIV (2001) 589-616 (April)
    • (2001) Journal of Finance , vol.LIV , pp. 589-616
    • Grinblatt, M.1    Keloharju, M.2
  • 11
    • 0742321678 scopus 로고    scopus 로고
    • Limited attention, information disclosure, and financial reporting
    • Hirshleifer D., and Teoh S.H. Limited attention, information disclosure, and financial reporting. Journal of Accounting and Economics 36 (2003) 337-386
    • (2003) Journal of Accounting and Economics , vol.36 , pp. 337-386
    • Hirshleifer, D.1    Teoh, S.H.2
  • 12
    • 0040291376 scopus 로고    scopus 로고
    • Contagious speculation and a cure for cancer: a nonevent that made stock prices soar
    • (February)
    • Huberman G., and Regev T. Contagious speculation and a cure for cancer: a nonevent that made stock prices soar. Journal of Finance LVI 1 (2001) 387-396 (February)
    • (2001) Journal of Finance , vol.LVI , Issue.1 , pp. 387-396
    • Huberman, G.1    Regev, T.2
  • 13
    • 0040205313 scopus 로고    scopus 로고
    • Decision frequency and synchronization across agents: implications for aggregate consumption and equity returns
    • (September)
    • Lynch A.W. Decision frequency and synchronization across agents: implications for aggregate consumption and equity returns. Journal of Finance LIV 4 (1996) 1479-1497 (September)
    • (1996) Journal of Finance , vol.LIV , Issue.4 , pp. 1479-1497
    • Lynch, A.W.1
  • 14
    • 0009885154 scopus 로고    scopus 로고
    • Improved methods for tests of long-run abnormal stock returns
    • Lyon J.D., and Barber B.M. Improved methods for tests of long-run abnormal stock returns. Journal of Finance LV (1999) 1
    • (1999) Journal of Finance , vol.LV , pp. 1
    • Lyon, J.D.1    Barber, B.M.2
  • 15
    • 0036867964 scopus 로고    scopus 로고
    • Sticky information versus sticky prices: a proposal to replace the new Keynesian Philips curve
    • Mankiw N.G., and Reis R. Sticky information versus sticky prices: a proposal to replace the new Keynesian Philips curve. Quarterly Journal of Economics 117 4 (2002) 1295-1328
    • (2002) Quarterly Journal of Economics , vol.117 , Issue.4 , pp. 1295-1328
    • Mankiw, N.G.1    Reis, R.2
  • 16
    • 0006968004 scopus 로고    scopus 로고
    • Characteristics of risk and return in risk arbitrage
    • (December)
    • Mitchell M., and Pulvino T. Characteristics of risk and return in risk arbitrage. Journal of Finance LVI 6 (2001) 2135-2175 (December)
    • (2001) Journal of Finance , vol.LVI , Issue.6 , pp. 2135-2175
    • Mitchell, M.1    Pulvino, T.2
  • 18
    • 33646497234 scopus 로고    scopus 로고
    • Investor Attention, Overconfidence and Category Learning
    • Peng L., and Xiong W. Investor Attention, Overconfidence and Category Learning. Journal of Financial Economics 80 (2006) 563-602
    • (2006) Journal of Financial Economics , vol.80 , pp. 563-602
    • Peng, L.1    Xiong, W.2
  • 19
    • 0038521562 scopus 로고    scopus 로고
    • Implications of rational inattention
    • Sims C.A. Implications of rational inattention. Journal of Monetary Economics 50 (2003) 665-690
    • (2003) Journal of Monetary Economics , vol.50 , pp. 665-690
    • Sims, C.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.