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

2019 ◽  
Author(s):  
Daniele Ballinari ◽  
Francesco Audrino ◽  
Fabio Sigrist
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Investor Attention ◽  
News Releases

Investor Attention and Stock Market Volatility

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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