Investor Attention and Stock Market Activities: New Evidence from Panel Data

Investor Attention and Stock Market Activities: New Evidence from Panel Data

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of the SVI−stock market activities relati...

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Bibliographic Details
Main Authors: Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna, Robert Brooks
Format: Article
Language:English
Published: MDPI AG 2019-06-01
Series:International Journal of Financial Studies
Subjects:
investor attention
Google SVI
panel VAR
stock index activities
Pacific-basin countries
Online Access:https://www.mdpi.com/2227-7072/7/2/30

Internet

https://www.mdpi.com/2227-7072/7/2/30

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