“Investor attention fluctuation and stock market volatility: Evidence from China”

This paper examines the linkage between Chinese stock market volatility and investor attention fluctuation. In Heterogeneous autoregressive (HAR) model, first, we analyzed the linkage between both decomposed and undecomposed stock market realized volatility and investor attention fluctuations across...

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Detalles Bibliográficos
Autores principales: Yang, Taiji, Zhuo, Siqi, Yang, Yongsheng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10681240/
https://www.ncbi.nlm.nih.gov/pubmed/38011123
http://dx.doi.org/10.1371/journal.pone.0293825

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10681240/
https://www.ncbi.nlm.nih.gov/pubmed/38011123
http://dx.doi.org/10.1371/journal.pone.0293825

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