Does media attention cause abnormal return? - Evidence from China's stock market

Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice

Volumn 30, Issue 2, 2010, Pages 287-297

  Rao, Yu Lei ^a   Peng, Die Feng ^a   Cheng, Da Chao ^a  

^a CENTRAL SOUTH UNIVERSITY   (China)

Author keywords

Abnormal return; Limited attention; Media effect; Over attention underperformance

Indexed keywords

ABNORMAL RETURNS; EMPIRICAL RESULTS; FACTOR MODEL; INFORMATION RISK; MEDIA ATTENTION; MEDIA EFFECTS; STOCK MARKET; UNDERPERFORMANCE;

EID: 77952394217     PISSN: 10006788     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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