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...
Main Authors: | Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna, Robert Brooks |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-06-01
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Series: | International Journal of Financial Studies |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7072/7/2/30 |
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