---
title: Investor Attention and Volatility in China's Stock Market
url: https://www.ml-quant.com/papers/repec/eme-ijoemp-ijoem-02-2021-0289/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:ijoemp:ijoem-02-2021-0289
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJOEM-02-2021-0289%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijoemp%3Aijoem-02-2021-0289
featured: 2024-07-03
citations: unknown
topic: Derivatives & 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FIJOEM-02-2021-0289%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Aijoemp%3Aijoem-02-2021-0289
- Identifier: RePEc:eme:ijoemp:ijoem-02-2021-0289
- Released: 2022-04-09
- First featured: Quant Letter No. 55 (2024-07-03): https://www.ml-quant.com/issues/2024-07-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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