Market Returns and a Tale of Two Types of Attention
- Zhi Da ,
Zhi Da
[email protected]https://orcid.org/0000-0003-2815-1516
Mendoza College of Business, University of Notre Dame, Notre Dame, Indiana 46556
- Jian Hua ,
Jian Hua
[email protected]https://orcid.org/0009-0002-1328-0155
Department of Economics and Finance, Zicklin School of Business, Baruch College, CUNY, New York, New York 10010
- Tim Chih-Ching Hung ,
Corresponding Author
Tim Chih-Ching Hung
[email protected]https://orcid.org/0000-0002-7295-9048
Department of Finance and Center for Research in Econometric Theory and Application, National Taiwan University, Taipei City 106, Taiwan, ROC
- Lin Peng
Lin Peng
[email protected]https://orcid.org/0000-0002-6634-0257
Department of Economics and Finance, Zicklin School of Business, Baruch College, CUNY, New York, New York 10010
Zhi Da
[email protected]https://orcid.org/0000-0003-2815-1516
Mendoza College of Business, University of Notre Dame, Notre Dame, Indiana 46556
Jian Hua
[email protected]https://orcid.org/0009-0002-1328-0155
Department of Economics and Finance, Zicklin School of Business, Baruch College, CUNY, New York, New York 10010
Corresponding Author
Tim Chih-Ching Hung
[email protected]https://orcid.org/0000-0002-7295-9048
Department of Finance and Center for Research in Econometric Theory and Application, National Taiwan University, Taipei City 106, Taiwan, ROC
Lin Peng
[email protected]https://orcid.org/0000-0002-6634-0257
Department of Economics and Finance, Zicklin School of Business, Baruch College, CUNY, New York, New York 10010
Supplemental Material
The replication files for this article are available HERE.
