Asymmetric Attention and Stock Returns

Peter Cziraki
Peter Cziraki
[email protected]
http://orcid.org/0000-0002-9360-2320
University of Toronto, Toronto, Ontario M5S 3G7, Canada;
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Jordi Mondria
Corresponding Author
Jordi Mondria
[email protected]
http://orcid.org/0000-0001-5918-528X
University of Toronto, Toronto, Ontario M5S 3G7, Canada;
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Thomas Wu
Thomas Wu
[email protected]
Verde Asset Management, Sao Paulo 04542-000, Brazil
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Peter Cziraki

[email protected]

http://orcid.org/0000-0002-9360-2320

University of Toronto, Toronto, Ontario M5S 3G7, Canada;

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,

Corresponding Author

Jordi Mondria

[email protected]

http://orcid.org/0000-0001-5918-528X

University of Toronto, Toronto, Ontario M5S 3G7, Canada;

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,

Thomas Wu

[email protected]

Verde Asset Management, Sao Paulo 04542-000, Brazil

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Published Online:1 Jun 2020https://doi.org/10.1287/mnsc.2019.3460

Supplemental Material

mnsc.2019.3460.sm1.pdf

cover image Management Science

Volume 67, Issue 1

January 2021

Pages v, 1-659, iii-iv

Article Information

Supplemental Material

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Received:March 30, 2017
Accepted:July 22, 2019
Published Online:June 01, 2020

Copyright © 2020, INFORMS

Cite as

Peter Cziraki, Jordi Mondria, Thomas Wu (2020) Asymmetric Attention and Stock Returns. Management Science 67(1):48-71.

https://doi.org/10.1287/mnsc.2019.3460

Keywords