References
- Da, Z., Engelberg, J., and Gao, P., "In Search of Attention", Journal of Finance, Vol. 66, pp.1461-1499, 2012
- Barber, B.M., and Odean, T., "All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors", Review of Financial Studies, Vol. 21, pp.715-788, 2008
- Chemmanur, Thomas, and Yan. A., "Advertising, Attention, and Stock Returns", Working Paper, Boston College and Fordham University
- Pashler, H. and Johnston, J.C., "Attentional limitations in Dual-task Performance" In: Pashler, H. (Ed.), Attention, Psychology Press, pp.155-189, 1998
- Yuan, Y., "Market-wide Attention, Trading, and Stock Returns", Journal of Financial Economics, Vol. 116, pp.548-564, 2015 https://doi.org/10.1016/j.jfineco.2015.03.006
- Peng, L. and Xiong, W., "Investor Attention, Overconfidence and Category learning", Journal of Financial Economics, Vol. 80, pp.563-602, 2006 https://doi.org/10.1016/j.jfineco.2005.05.003
- Ginsberg, Jeremy, Mohebbi, Patel, Brammer, Smolinski, and Brilliant, L., "Detecting Influenza Epidemics using Search Engine Query Data", Nature, Vol. 457, pp.1012-1014, 2009 https://doi.org/10.1038/nature07634
- H. Lee, and E. J. Kim, "The 52-week high of Stock Price and Psychological Anchors in the Korean stock market", Journal of Business Education, Vol. 28, No. 5, pp.151-171, 2013
- O. R. Kong, and D. K. Park, "The Impact of Attention Effect on the Buying Behavior of Investors in the Korean Stock Market", Korean Journal of Financial Engineering, Vol. 12, No. 3, pp.75-98, 2013
- J. K. Kang, and M. H. Sim, "Lottery-like Stocks and the Cross-section of Expected Stock Returns in the Korean Stock Market", Asian Review of Financial Research, Vol. 27, No.2, pp.297-332, 2014
- C. K. Lee, H. H. Lee, and M. H. Jo, "A Study of Internet Portal Sites Positioning using Multi-dimensional Scaling", Journal of Korea Industry Information Systems Research, Vol. 18, No. 6, pp.103-112, 2013 https://doi.org/10.9723/jksiis.2013.18.6.103
- H. H. Lee, C. K. Lee, and S. J. Yoo, "Human Search Patterns on Product Comparison Service", Journal of Korea Industry Information Systems Research, Vol. 14, No. 3, pp.98-105, 2009
- S. I. Jeon, G. W. Park, K. W. Nam, and K. H. Ryu, "Pattern Analysis-based Query Expansion for Enhancing Search Convenience", Journal of Korea Industry Information Systems Research, Vol. 17, No. 2, pp.65-72, 2012 https://doi.org/10.9723/jksiis.2012.17.2.065
- D. W. Nam, J. W. Park, M. K. Kim, H. Cho, S. H. Kim, "A Study About Correlation Between Collective Intelligence on the Internet Stock Message Board and Stock Market", The Journal of Internet Electronic Commerce Research, Vol.12, No.2, pp.149-164, 2012
- Y. J. Jang, "Big data, Business Analytics, and IoT: The Opportunities and Challenges for Business", Journal of Information Systems, Vol.24, No.4, pp.139-152, 2015
- Sias, R., "Institutional Herding", Review of Financial Studies, Vol. 17, pp.165-206, 2004 https://doi.org/10.1093/rfs/hhg035
- Lakonishok, J., Shleifer, A., and Vishny, R.W., "The Impact of Institutional Trading on Stock Prices", Journal of Financial Economics, Vol. 32, pp.23-43, 1992
- Nofsinger, J., and Sias, R.W., "Herding and Feedback Trading by Institutional and Individual Investors", Journal of Finance, Vol. 54, pp.2263-2295, 1999 https://doi.org/10.1111/0022-1082.00188
- Fama, E. and French, K., "Common risk Factors in the Returns on Stocks and Bonds", Journal of Financial Economics, Vol. 33, pp.3-56, 1993 https://doi.org/10.1016/0304-405X(93)90023-5
- Fama, E. and Macbeth, J.D., "Risk return and Equilibrium: Empirical tests", Journal of Political Economy, Vol. 81, pp.607-636, 1973 https://doi.org/10.1086/260061
Cited by
- An Empirical Study on the Relation between Search Volume, Investors Trading, and Stock Returns vol.17, pp.2, 2016, https://doi.org/10.35527/kfedoi.2018.17.2.003