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“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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
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| Materias: | |
| 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 |