Matches in SemOpenAlex for { <https://semopenalex.org/work/W2960686996> ?p ?o ?g. }
- W2960686996 endingPage "101450" @default.
- W2960686996 startingPage "101450" @default.
- W2960686996 abstract "This study tracks the daily traffic on the leading financial websites in the US, and uses the attention paid to these websites as a proxy for retailers’ aggregate demand for information. We determine that attention to financial websites is positively correlated with uncertainty and negatively associated with investor sentiment. Furthermore, market shocks drive attention to financial websites, and heightened attention predicts an increase in the following trading day's volatility. Consistent with the information arrival hypothesis, the search for information is higher on Mondays and Tuesdays and lower on weekends. As some retail investors are noise traders, attention to financial websites has a positive effect on volatility and increases trading volume. Finally, using 5-min intraday data, we construct a daily-implied risk aversion proxy and provide evidence supporting the theoretical contention that risk-averse agents gather information as a hedge against uncertainty. However, our findings do not support the avoidance of information theories." @default.
- W2960686996 created "2019-07-23" @default.
- W2960686996 creator A5039945542 @default.
- W2960686996 creator A5058391108 @default.
- W2960686996 date "2019-10-01" @default.
- W2960686996 modified "2023-09-28" @default.
- W2960686996 title "Financial attention and the demand for information" @default.
- W2960686996 cites W1485872351 @default.
- W2960686996 cites W1579091683 @default.
- W2960686996 cites W1965635191 @default.
- W2960686996 cites W1966268097 @default.
- W2960686996 cites W1972190631 @default.
- W2960686996 cites W1998454089 @default.
- W2960686996 cites W1999918735 @default.
- W2960686996 cites W2014484801 @default.
- W2960686996 cites W2017024354 @default.
- W2960686996 cites W2036190060 @default.
- W2960686996 cites W2037745646 @default.
- W2960686996 cites W2050643653 @default.
- W2960686996 cites W2060936552 @default.
- W2960686996 cites W2068181924 @default.
- W2960686996 cites W2082265121 @default.
- W2960686996 cites W2093380315 @default.
- W2960686996 cites W2097580026 @default.
- W2960686996 cites W2103650532 @default.
- W2960686996 cites W2108855171 @default.
- W2960686996 cites W2115540370 @default.
- W2960686996 cites W2117019869 @default.
- W2960686996 cites W2117239687 @default.
- W2960686996 cites W2129985154 @default.
- W2960686996 cites W2131938998 @default.
- W2960686996 cites W2134519938 @default.
- W2960686996 cites W2141185104 @default.
- W2960686996 cites W2144836007 @default.
- W2960686996 cites W2159879678 @default.
- W2960686996 cites W2162730683 @default.
- W2960686996 cites W2167632912 @default.
- W2960686996 cites W2167759315 @default.
- W2960686996 cites W2170275921 @default.
- W2960686996 cites W2178225550 @default.
- W2960686996 cites W2218839152 @default.
- W2960686996 cites W2323881768 @default.
- W2960686996 cites W2335883731 @default.
- W2960686996 cites W2415476897 @default.
- W2960686996 cites W2511538552 @default.
- W2960686996 cites W2546245044 @default.
- W2960686996 cites W2565404811 @default.
- W2960686996 cites W2722526869 @default.
- W2960686996 cites W2735224152 @default.
- W2960686996 cites W2743835324 @default.
- W2960686996 cites W2765237362 @default.
- W2960686996 cites W2770813017 @default.
- W2960686996 cites W2789399411 @default.
- W2960686996 cites W2806929125 @default.
- W2960686996 cites W3011865677 @default.
- W2960686996 cites W3094633476 @default.
- W2960686996 cites W3121210532 @default.
- W2960686996 cites W3121285187 @default.
- W2960686996 cites W3121763692 @default.
- W2960686996 cites W3122136669 @default.
- W2960686996 cites W3122175640 @default.
- W2960686996 cites W3122183745 @default.
- W2960686996 cites W3122323226 @default.
- W2960686996 cites W3122406746 @default.
- W2960686996 cites W3122448887 @default.
- W2960686996 cites W3122705048 @default.
- W2960686996 cites W3122758356 @default.
- W2960686996 cites W3122930026 @default.
- W2960686996 cites W3123103903 @default.
- W2960686996 cites W3123217382 @default.
- W2960686996 cites W3123568535 @default.
- W2960686996 cites W3123579765 @default.
- W2960686996 cites W3123899576 @default.
- W2960686996 cites W3124640336 @default.
- W2960686996 cites W3124986135 @default.
- W2960686996 cites W3125367228 @default.
- W2960686996 cites W3125412410 @default.
- W2960686996 cites W3125650361 @default.
- W2960686996 cites W3125789827 @default.
- W2960686996 cites W3125987794 @default.
- W2960686996 cites W3126003596 @default.
- W2960686996 cites W3160257197 @default.
- W2960686996 cites W4239827472 @default.
- W2960686996 cites W792044739 @default.
- W2960686996 doi "https://doi.org/10.1016/j.socec.2019.101450" @default.
- W2960686996 hasPublicationYear "2019" @default.
- W2960686996 type Work @default.
- W2960686996 sameAs 2960686996 @default.
- W2960686996 citedByCount "3" @default.
- W2960686996 countsByYear W29606869962021 @default.
- W2960686996 countsByYear W29606869962022 @default.
- W2960686996 countsByYear W29606869962023 @default.
- W2960686996 crossrefType "journal-article" @default.
- W2960686996 hasAuthorship W2960686996A5039945542 @default.
- W2960686996 hasAuthorship W2960686996A5058391108 @default.
- W2960686996 hasConcept C10138342 @default.
- W2960686996 hasConcept C106159729 @default.
- W2960686996 hasConcept C109574028 @default.