Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 17 of 17 for “"investor attention"”.
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Essays on Investor Attention
… consists of three chapters that examine investor attention and its impact on corporate events and asset prices using a Google search-based measure of investor attention.</p> <p><strong>Chapter 1 </strong>This chapter investigates investor attention patterns and its determinants. I …
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Essays on Investor Attention
This thesis investigates retail and institutional investor attention and their effects on the dynamics of asset pricing. First, it examines the attention implications on the liquidity of cross section of stocks, as well as seasonal patterns of investor attention. It documents that increased …
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INVESTOR ATTENTION AND SENTIMENT
Investor sentiment and attention are often linked to the same non-economic events making it difficult to understand why and how asset prices are affected. This thesis disentangles these two potential drivers of market behaviour by studying how investors react to sports outcomes, weather conditions …
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Investor attention and stock market behaviour in Europe: Evidence from Google search data
… thesis contributes to the growing literature on investor attention by reinforcing the usefulness of internet search data as a powerful tool for both forecasting and nowcasting stock market performance. Specifically, it presents an empirical analysis that applies both nowcasting and forecasting …
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The impact of retail investor attention on the returns, trading volume and volatility of non-fungible tokens
… Individuals who trade NFTs are typically retail investors who obtain their information from public resources. Literature such as Kristoufek (2013), Nasir et al. (2019) and Li et al. (2021) shows that investor attention, especially retail investor attention, impacts the returns, volatility and …
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Implications of investment banks’ reputation and specialisation on initial public offerings and corporate takeovers
… acting as IPO lead managers on IPO underpricing, investor attention, and waiting periods.Using a sample of 3654 acquisitions announced between 2000 and 2015 in the U.K., and after controlling for endogeneity, we find that neither the reputation nor the specialisation of financial advisors’ matter …
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Forecasting the Prices of Cryptocurrencies using a Novel Parameter Optimization of VARIMA Models
… mining and have seen equivalently correlated investor attention as a result. Models are trained on this historical data using moving window subsets, with window lengths of 100, 200, and 300 days and forecasting 1 day into the future. Validation of this prediction against the actually price …
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Analyzing the Impact of Social Media Buy Recommendations on Saudi Stock Market Reactions: A Bert-Based Sentiment and Network Analysis Approach
… to dissipate within days, which consistent with attention-driven responses. Pre-event drift hints that analysts often post during periods of existing market stress, complicating clean causal interpretation. To complement the quantitative analysis, qualitative interviews with retail investors …
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Local delivery service opportunities in e-commerce
… -- For individual companies to succeed and grab investor attention, they will have to revolutionize rather than simply evolve their part of the value chain. Only innovative approaches to solving needs can have sustainable competitive advantage. We begin by discussing the value chain for the local …
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Information and sentiment in financial markets
… 5-factor model benchmark. We show that investor attention and media coverage potentially explain the portfolio return.
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Decoding Emoji Signals: Attention, Information, and Divergence in Financial Markets
… investigates the predictive role of emoji-based investor opinion and divergence derived from Twitter data in shaping financial market behavior. It presents an integrated examination of three empirical studies, each addressing how emoji-based signals influence asset pricing and investor behavior …
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ESSAYS ON FINANCIAL INTERMEDIARIES IN CAPITAL MARKET
… disasters. This effect is driven by distracted attention, rather than resource constraints. Though the effect is short term, we reveal a spillover negative impact from climatic disasters to information environment of firms which do not experience disasters, via the channel of disaster-zone …
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Three Essays on Corporate Finance
… when common owners are dedicated institutional investors and when executives have specialized skills and greater external job opportunities. We show that common owners tend to design compensation packages with longer vesting periods and higher stock option intensity to retain executives. They …
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Information frictions and the integration of international capital markets
… strongly affects firms in countries with low investor protection, low regulatory quality, and greater accounting differences from the US Generally Accepted Accounting Principles. Finally, I find that the negative effect of Rule 12h-6 on firm innovation is attenuated in countries with more …
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Information frictions and the integration of international capital markets
… strongly affects firms in countries with low investor protection, low regulatory quality, and greater accounting differences from the US Generally Accepted Accounting Principles. Finally, I find that the negative effect of Rule 12h-6 on firm innovation is attenuated in countries with more …