Attention allocation and return co-movement: Evidence from repeated natural experiments
نویسندگان
چکیده
منابع مشابه
The Co-movement between Output and Prices: Evidence from Iran
This paper employs a multivariate dynamic conditional correlation GARCH model, which is developed by Engle (2001, 2002), to detect the timing and nature of changes in the comovement between Iranian output and prices for the periods after Iran–Iraq war , known as imposed war . The results showed that there is a weak correlation between output and prices after imposed war and varies periodically...
متن کاملthe co-movement between output and prices: evidence from iran
this paper employs a multivariate dynamic conditional correlation garch model, which is developed by engle (2001, 2002), to detect the timing and nature of changes in the comovement between iranian output and prices for the periods after iran–iraq war , known as imposed war . the results showed that there is a weak correlation between output and prices after imposed war and varies periodically...
متن کاملIrrelevant singletons capture attention: evidence from inhibition of return.
Previous research has shown that a salient feature singleton may capture attention in a stimulus-driven, bottom-up fashion (e.g., Theeuwes, 1992,1994b). This conclusion has been challenged by others claiming that the observed attentional capture by irrelevant singletons may not be stimulus driven but due to top-down attentional control settings and/or nonspatial filtering costs. In the present ...
متن کاملFaces capture attention: Evidence from Inhibition-of-Return
114 words word count: 2704 words Number of references: 25 Address for correspondence: Jan Theeuwes Cognitive Psychology Vrije Universiteit Boechorststraat 1 1081BT Amsterdam The Netherlands Email: [email protected] phone: +31 20 598 8790 fax: +31 20 598 8971 Faces capture attention 2 Abstract The human face is a visual pattern of great social and biological importance. While previous studies...
متن کاملVolatility Spillover and Co-movement: Some New Evidence from Singapore
An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable of having significant negative effects on risk averse investors. Using daily returns from 1992 to 2002, we investigate volatility co-movement ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Financial Economics
سال: 2019
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2018.10.006