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Attention constraint, public information, and strategic trading

https://doi.org/10.2139/ssrn.3919402

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Mean reversion in annual earnings and its implications for security valuation

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Mean reversion in stock prices

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Investor attention and market microstructure

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Strategic Trading with Risk Aversion and Information Flow

inferredcites →https://doi.org/10.1016/j.jacceco.2003.10.002openalex-extracted

Limited attention, information disclosure, and financial reporting

inferredcites →https://doi.org/10.1016/j.jbankfin.2006.01.005openalex-extracted

The impact of mean reversion of bank profitability on post-merger performance in the banking industry

inferredcites →https://doi.org/10.1016/j.jbankfin.2012.11.008openalex-extracted

Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets

inferredcites →https://doi.org/10.1016/j.jbankfin.2013.12.010openalex-extracted

Investor attention, index performance, and return predictability

inferredcites →https://doi.org/10.1016/j.jbankfin.2014.04.009openalex-extracted

Subscribing to transparency

inferredcites →https://doi.org/10.1016/j.jbankfin.2014.05.023openalex-extracted

Press freedom, externally-generated transparency, and stock price informativeness: International evidence

inferredcites →https://doi.org/10.1016/j.jbankfin.2018.03.007openalex-extracted

Robust trading for ambiguity-averse insiders

inferredcites →https://doi.org/10.1016/j.jbankfin.2019.105708openalex-extracted

Asset pricing with mean reversion: The case of ships

inferredcites →https://doi.org/10.1016/j.jempfin.2004.04.002openalex-extracted

Mean reversion of industry stock returns in the U.S., 1926–1998

inferredcites →https://doi.org/10.1016/j.jfineco.2005.05.003openalex-extracted

Investor attention, overconfidence and category learning

inferredcites →https://doi.org/10.1016/j.jfineco.2011.04.003openalex-extracted

Investor attention, psychological anchors, and stock return predictability

inferredcites →https://doi.org/10.1016/j.jfineco.2015.05.003openalex-extracted

Signal or noise? Uncertainty and learning about whether other traders are informed

inferredcites →https://doi.org/10.1016/j.jfineco.2015.12.001openalex-extracted

Underwriter networks, investor attention, and initial public offerings

inferredcites →https://doi.org/10.1016/j.jfineco.2016.08.005openalex-extracted

Have financial markets become more informative?

inferredcites →https://doi.org/10.1016/j.jfineco.2019.05.020openalex-extracted

Why does public news augment information asymmetries?

inferredcites →https://doi.org/10.1016/j.jfineco.2020.05.007openalex-extracted

Strategic trading and unobservable information acquisition

inferredcites →https://doi.org/10.1016/j.jfineco.2020.06.004openalex-extracted

Sophisticated investors and market efficiency: Evidence from a natural experiment

inferredcites →https://doi.org/10.1016/s0165-1889(02)00181-1openalex-extracted

The effect of mean reversion on investment under uncertainty

inferredcites →https://doi.org/10.1016/s0304-3932(03)00029-1openalex-extracted

Implications of rational inattention

inferredcites →https://doi.org/10.1016/s1386-4181(97)00003-7openalex-extracted

Long-lived information and intraday patterns

inferredcites →https://doi.org/10.1017/s0022109018001242openalex-extracted

Distracted Institutional Investors

inferredcites →https://doi.org/10.1093/rfs/12.1.5openalex-extracted

Market Transparency: Who Wins and Who Loses?

inferredcites →https://doi.org/10.1093/rfs/5.3.387openalex-extracted

Insider Trading in Continuous Time

inferredcites →https://doi.org/10.1093/rfs/hhab029openalex-extracted

Dynamics of Research and Strategic Trading

inferredcites →https://doi.org/10.1093/rfs/hhi015openalex-extracted

Information Leakage and Market Efficiency

inferredcites →https://doi.org/10.1093/rfs/hhm079openalex-extracted

All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

inferredcites →https://doi.org/10.1093/rfs/hhq052openalex-extracted

Does Public Financial News Resolve Asymmetric Information?

inferredcites →https://doi.org/10.1093/rfs/hhu057openalex-extracted

Feedback Trading between Fundamental and Nonfundamental Information

inferredcites →https://doi.org/10.1093/rfs/hhv073openalex-extracted

Editor's Choice Financial Attention

inferredcites →https://doi.org/10.1093/rfs/hhx031openalex-extracted

It Depends on Where You Search: Institutional Investor Attention and Underreaction to News

inferredcites →https://doi.org/10.1093/rfs/hhx133openalex-extracted

Identifying Information Asymmetry in Securities Markets

inferredcites →https://doi.org/10.1111/1475-679x.12089openalex-extracted

Segment Disclosure Transparency and Internal Capital Market Efficiency: Evidence from SFAS No. 131

inferredcites →https://doi.org/10.1111/1475-679x.12115openalex-extracted

The Economics of Disclosure and Financial Reporting Regulation: Evidence and Suggestions for Future Research

inferredcites →https://doi.org/10.1111/1911-3846.12411openalex-extracted

Expertise Rents from Insider Trading for Financial Experts on Audit Committees

inferredcites →https://doi.org/10.1111/fima.12294openalex-extracted

Limited attention and portfolio choice: The impact of attention allocation on mutual fund performance

inferredcites →https://doi.org/10.1111/j.1467-937x.2009.00583.xopenalex-extracted

Information Acquisition and Under-Diversification

inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05110.xopenalex-extracted

Evidence of Predictable Behavior of Security Returns

inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04399.xopenalex-extracted

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01295.xopenalex-extracted

Long‐Term Return Reversals: Overreaction or Taxes?

inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01420.xopenalex-extracted

Limited Attention and the Allocation of Effort in Securities Trading

inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01624.xopenalex-extracted

Does Algorithmic Trading Improve Liquidity?

inferredcites →https://doi.org/10.1111/j.1755-053x.2008.00033.xopenalex-extracted

Does Voluntary Disclosure Improve Stock Price Informativeness?

inferredcites →https://doi.org/10.1111/jofi.12844openalex-extracted

Trading Against the Random Expiration of Private Information: A Natural Experiment

inferredcites →https://doi.org/10.1111/jofi.12863openalex-extracted

Glued to the TV: Distracted Noise Traders and Stock Market Liquidity

inferredcites →https://doi.org/10.1111/jofi.12969openalex-extracted

Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs

inferredcites →https://doi.org/10.1111/joie.12218openalex-extracted

Mean Reversion in Investment Decisions: The Case of Hollywood

inferredcites →https://doi.org/10.1287/mnsc.2016.2553openalex-extracted

Robustly Strategic Consumption–Portfolio Rules with Informational Frictions

inferredcites →https://doi.org/10.1287/mnsc.2018.3154openalex-extracted

Illiquidity and Price Informativeness

inferredcites →https://doi.org/10.2139/ssrn.1303612openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.1620425openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.1777722openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.2024134openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.2426439openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.2565216openalex-extracted

Identifying Information Asymmetry in Securities Markets

inferredcites →https://doi.org/10.2139/ssrn.2733831openalex-extracted

The Economics of Disclosure and Financial Reporting Regulation: Evidence and Suggestions for Future Research

inferredcites →https://doi.org/10.2139/ssrn.2752315openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.2848562openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.3117188openalex-extracted

Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment

inferredcites →https://doi.org/10.2139/ssrn.3287470openalex-extracted

Earnings Uncertainty and Attention

inferredcites →https://doi.org/10.2139/ssrn.334940openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.3370683openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.3437527openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.460660openalex-extracted

All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

inferredcites →https://doi.org/10.2139/ssrn.724362openalex-extracted

Investor Attention, Overconfidence and Category Learning

inferredcites →https://doi.org/10.2139/ssrn.736104openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.777184openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.846685openalex-extracted

inferredcites →https://doi.org/10.2307/1913210openalex-extracted

Continuous Auctions and Insider Trading

inferredcites →https://doi.org/10.3386/t0175openalex-extracted

Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion

inferredcites →https://doi.org/10.3386/w2343openalex-extracted

Mean Reversion in Stock Prices: Evidence and Implications

inferredcites →https://doi.org/10.3386/w3790openalex-extracted

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

inferredcites →https://doi.org/10.3982/ecta11412openalex-extracted

A Rational Theory of Mutual Funds' Attention Allocation

inferredcites →https://doi.org/10.3982/ecta7884openalex-extracted

Insider Trading With a Random Deadline

inferredcites →https://doi.org/10.1016/0165-1889(94)00838-9openalex-snapshot

Investment under alternative return assumptions Comparing random walks and mean reversion

inferredcites →https://doi.org/10.1016/j.jbankfin.2007.05.013openalex-snapshot

Nonlinear mean reversion in stock prices

inferredcites →https://doi.org/10.1016/s1386-4181(02)00020-4openalex-snapshot

Strategic trading and learning about liquidity

inferredcites →https://doi.org/10.1017/s0022109000002325openalex-snapshot

Learning with Information Capacity Constraints

inferredcites →https://doi.org/10.1017/s0022109000003355openalex-snapshot

Missed Opportunities: Optimal Investment Timing When Information is Costly

inferredcites →https://doi.org/10.1017/s0022109022000734openalex-snapshot

Retail Attention, Institutional Attention

inferredcites →https://doi.org/10.1093/rapstu/rar002openalex-snapshot

Limited Investor Attention and Stock Market Misreactions to Accounting Information

inferredcites →https://doi.org/10.1093/rfs/hhl029openalex-snapshot

Strong-Form Efficiency with Monopolistic Insiders

inferredcites →https://doi.org/10.1093/rof/rfab032openalex-snapshot

Investor Attention and Asset Pricing Anomalies

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