Attention and Underreaction-Related Anomalies
- Xin Chen,
Xin Chen
[email protected]Shenzhen Audencia Business School, WeBank Institute of Fintech, Guangdong Laboratory of Artificial Intelligence and Digital Economy, Shenzhen University, Shenzen 518060, People’s Republic of China;
- Wei He,
Wei He
[email protected]Institute of Chinese Financial Studies, Southwestern University of Finance and Economics, Chengdu 610074, People’s Republic of China;
- Libin Tao,
Libin Tao
[email protected]School of Banking and Finance, University of International Business and Economics, Beijing 100029, People’s Republic of China;
- Jianfeng Yu
Corresponding Author
Jianfeng Yu
[email protected]https://orcid.org/0000-0003-4309-3414
PBC School of Finance, Tsinghua University, Beijing 100083, People’s Republic of China
Xin Chen
[email protected]Shenzhen Audencia Business School, WeBank Institute of Fintech, Guangdong Laboratory of Artificial Intelligence and Digital Economy, Shenzhen University, Shenzen 518060, People’s Republic of China;
Wei He
[email protected]Institute of Chinese Financial Studies, Southwestern University of Finance and Economics, Chengdu 610074, People’s Republic of China;
Libin Tao
[email protected]School of Banking and Finance, University of International Business and Economics, Beijing 100029, People’s Republic of China;
Corresponding Author
Jianfeng Yu
[email protected]https://orcid.org/0000-0003-4309-3414
PBC School of Finance, Tsinghua University, Beijing 100083, People’s Republic of China
Supplemental Material
The replication files for this article are available HERE.
