Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "10878"
#_source: array:26 [
"id" => "10878"
"slug" => "limited-attention-salience-of-information-and-stock-market-activity"
"yearMonth" => "2020-05"
"year" => "2020"
"title" => "Limited Attention, Salience of Information and Stock Market Activity"
"description" => "RAMOS, S., LATOEIRO, P. et VEIGA, H. (2020). Limited Attention, Salience of Information and Stock Market Activity. <i>Economic Modelling</i>, 87, pp. 92-108.
RAMOS, S., LATOEIRO, P. et VEIGA, H. (2020). Limited Attention, Salience of Information and Stock Ma
"
"authors" => array:3 [
0 => array:3 [
"name" => "RAMOS Sofia"
"bid" => "B00683001"
"slug" => "ramos-sofia"
]
1 => array:1 [
"name" => "LATOEIRO Pedro"
]
2 => array:1 [
"name" => "VEIGA Helena"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => "https://www.researchgate.net/publication/334723204_Limited_attention_salience_of_information_and_stock_market_activity
https://www.researchgate.net/publication/334723204_Limited_attention_salience_of_information_and_sto
"
"publicationInfo" => array:3 [
"pages" => "92-108"
"volume" => "87"
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "It is now widely recognized in the literature that individuals have limited attention and that salient information plays a key role in individuals choices. We analyze the salience of two sources of information for investors: firm-specific and market. Salient information on firm and market levels is captured by 52-week highs and low indicators while investor attention is filtered by Google web searches. Results show that web searches is a predictor of volume, volatility and returns, and the effects are stronger when using market information. Our findings help to better understand the sources of information that lead individuals in making investment decisions.
It is now widely recognized in the literature that individuals have limited attention and that salie
"
"en" => "It is now widely recognized in the literature that individuals have limited attention and that salient information plays a key role in individuals choices. We analyze the salience of two sources of information for investors: firm-specific and market. Salient information on firm and market levels is captured by 52-week highs and low indicators while investor attention is filtered by Google web searches. Results show that web searches is a predictor of volume, volatility and returns, and the effects are stronger when using market information. Our findings help to better understand the sources of information that lead individuals in making investment decisions.
It is now widely recognized in the literature that individuals have limited attention and that salie
"
]
"authors_fields" => array:2 [
"fr" => "Finance"
"en" => "Finance"
]
"indexedAt" => "2025-02-23T08:21:45.000Z"
"docTitle" => "Limited Attention, Salience of Information and Stock Market Activity"
"docSurtitle" => "Articles"
"authorNames" => "<a href="/cv/ramos-sofia">RAMOS Sofia</a>, LATOEIRO Pedro, VEIGA Helena"
"docDescription" => "<span class="document-property-authors">RAMOS Sofia, LATOEIRO Pedro, VEIGA Helena</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2020</span>
<span class="document-property-authors">RAMOS Sofia, LATOEIRO Pedro, VEIGA Helena</span><br><span cl
"
"keywordList" => ""
"docPreview" => "<b>Limited Attention, Salience of Information and Stock Market Activity</b><br><span>2020-05 | Articles </span>
<b>Limited Attention, Salience of Information and Stock Market Activity</b><br><span>2020-05 | Artic
"
"docType" => "research"
"publicationLink" => "<a href="https://www.researchgate.net/publication/334723204_Limited_attention_salience_of_information_and_stock_market_activity" target="_blank">Limited Attention, Salience of Information and Stock Market Activity</a>
<a href="https://www.researchgate.net/publication/334723204_Limited_attention_salience_of_informatio
"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.833521
+"parent": null
}