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RePEcDerivatives & Volatility

Investor Attention and Volatility in China's Stock Market

The study examines the volatility puzzle in China's stock market, concluding that individual investor attention increases volatility and securities analysts can lessen market information asymmetry.

Featured in No. 55 on 3 Jul 2024 ·

Released
9 Apr 2022
First featured
No. 55 · 3 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
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16
Identifier
RePEc:eme:ijoemp:ijoem-02-2021-0289

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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